NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	3.041	3.020	-0.021	-0.7%	2.862
High	3.069	3.033	-0.036	-1.2%	3.069
Low	2.986	2.931	-0.055	-1.8%	2.851
Close	3.017	2.947	-0.070	-2.3%	3.017
Range	0.083	0.102	0.019	22.9%	0.218
ATR	0.080	0.082	0.002	2.0%	0.000
Volume	26,098	27,644	1,546	5.9%	91,628

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.276	3.214	3.003
R3	3.174	3.112	2.975
R2	3.072	3.072	2.966
R1	3.010	3.010	2.956	2.990
PP	2.970	2.970	2.970	2.961
S1	2.908	2.908	2.938	2.888
S2	2.868	2.868	2.928
S3	2.766	2.806	2.919
S4	2.664	2.704	2.891

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.543	3.137
R3	3.415	3.325	3.077
R2	3.197	3.197	3.057
R1	3.107	3.107	3.037	3.152
PP	2.979	2.979	2.979	3.002
S1	2.889	2.889	2.997	2.934
S2	2.761	2.761	2.977
S3	2.543	2.671	2.957
S4	2.325	2.453	2.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.069	2.856	0.213	7.2%	0.095	3.2%	43%	False	False	22,338
10	3.069	2.809	0.260	8.8%	0.084	2.9%	53%	False	False	16,807
20	3.069	2.566	0.503	17.1%	0.077	2.6%	76%	False	False	13,686
40	3.069	2.566	0.503	17.1%	0.068	2.3%	76%	False	False	10,487
60	3.364	2.566	0.798	27.1%	0.073	2.5%	48%	False	False	8,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.467
2.618	3.300
1.618	3.198
1.000	3.135
0.618	3.096
HIGH	3.033
0.618	2.994
0.500	2.982
0.382	2.970
LOW	2.931
0.618	2.868
1.000	2.829
1.618	2.766
2.618	2.664
4.250	2.498

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	2.982	3.000
PP	2.970	2.982
S1	2.959	2.965

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

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