NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	2.639	2.581	-0.058	-2.2%	2.687
High	2.648	2.595	-0.053	-2.0%	2.724
Low	2.584	2.567	-0.017	-0.7%	2.567
Close	2.591	2.595	0.004	0.2%	2.595
Range	0.064	0.028	-0.036	-56.3%	0.157
ATR	0.062	0.060	-0.002	-3.9%	0.000
Volume	7,384	12,609	5,225	70.8%	44,814

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.670	2.660	2.610
R3	2.642	2.632	2.603
R2	2.614	2.614	2.600
R1	2.604	2.604	2.598	2.609
PP	2.586	2.586	2.586	2.588
S1	2.576	2.576	2.592	2.581
S2	2.558	2.558	2.590
S3	2.530	2.548	2.587
S4	2.502	2.520	2.580

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.100	3.004	2.681
R3	2.943	2.847	2.638
R2	2.786	2.786	2.624
R1	2.690	2.690	2.609	2.660
PP	2.629	2.629	2.629	2.613
S1	2.533	2.533	2.581	2.503
S2	2.472	2.472	2.566
S3	2.315	2.376	2.552
S4	2.158	2.219	2.509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.724	2.567	0.157	6.1%	0.040	1.5%	18%	False	True	8,962
10	2.840	2.567	0.273	10.5%	0.048	1.8%	10%	False	True	10,360
20	2.999	2.567	0.432	16.6%	0.054	2.1%	6%	False	True	8,141
40	3.333	2.567	0.766	29.5%	0.066	2.5%	4%	False	True	6,837

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.714
2.618	2.668
1.618	2.640
1.000	2.623
0.618	2.612
HIGH	2.595
0.618	2.584
0.500	2.581
0.382	2.578
LOW	2.567
0.618	2.550
1.000	2.539
1.618	2.522
2.618	2.494
4.250	2.448

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	2.590	2.621
PP	2.586	2.612
S1	2.581	2.604

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These figures are updated between 7pm and 10pm EST after a trading day.

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