NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	3.020	2.915	-0.105	-3.5%	2.862
High	3.033	3.015	-0.018	-0.6%	3.069
Low	2.931	2.910	-0.021	-0.7%	2.851
Close	2.947	3.004	0.057	1.9%	3.017
Range	0.102	0.105	0.003	2.9%	0.218
ATR	0.082	0.083	0.002	2.1%	0.000
Volume	27,644	8,121	-19,523	-70.6%	91,628

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.291	3.253	3.062
R3	3.186	3.148	3.033
R2	3.081	3.081	3.023
R1	3.043	3.043	3.014	3.062
PP	2.976	2.976	2.976	2.986
S1	2.938	2.938	2.994	2.957
S2	2.871	2.871	2.985
S3	2.766	2.833	2.975
S4	2.661	2.728	2.946

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	2.910	0.159	5.3%	0.087	2.9%	59%	False	True	21,467
10	3.069	2.809	0.260	8.7%	0.089	3.0%	75%	False	False	16,458
20	3.069	2.566	0.503	16.7%	0.080	2.7%	87%	False	False	13,767
40	3.069	2.566	0.503	16.7%	0.069	2.3%	87%	False	False	10,571
60	3.361	2.566	0.795	26.5%	0.073	2.4%	55%	False	False	8,951

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.461
2.618	3.290
1.618	3.185
1.000	3.120
0.618	3.080
HIGH	3.015
0.618	2.975
0.500	2.963
0.382	2.950
LOW	2.910
0.618	2.845
1.000	2.805
1.618	2.740
2.618	2.635
4.250	2.464

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	2.990	2.999
PP	2.976	2.994
S1	2.963	2.990

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

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