NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	3.350	3.370	0.020	0.6%	3.183
High	3.384	3.408	0.024	0.7%	3.408
Low	3.320	3.325	0.005	0.2%	3.183
Close	3.374	3.358	-0.016	-0.5%	3.358
Range	0.064	0.083	0.019	29.7%	0.225
ATR	0.077	0.077	0.000	0.6%	0.000
Volume	12,880	16,882	4,002	31.1%	51,139

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.613	3.568	3.404
R3	3.530	3.485	3.381
R2	3.447	3.447	3.373
R1	3.402	3.402	3.366	3.383
PP	3.364	3.364	3.364	3.354
S1	3.319	3.319	3.350	3.300
S2	3.281	3.281	3.343
S3	3.198	3.236	3.335
S4	3.115	3.153	3.312

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.991	3.900	3.482
R3	3.766	3.675	3.420
R2	3.541	3.541	3.399
R1	3.450	3.450	3.379	3.496
PP	3.316	3.316	3.316	3.339
S1	3.225	3.225	3.337	3.271
S2	3.091	3.091	3.317
S3	2.866	3.000	3.296
S4	2.641	2.775	3.234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.408	3.183	0.225	6.7%	0.085	2.5%	78%	True	False	10,227
10	3.408	3.073	0.335	10.0%	0.090	2.7%	85%	True	False	9,409
20	3.408	2.909	0.499	14.9%	0.073	2.2%	90%	True	False	9,608
40	3.408	2.909	0.499	14.9%	0.068	2.0%	90%	True	False	8,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.761
2.618	3.625
1.618	3.542
1.000	3.491
0.618	3.459
HIGH	3.408
0.618	3.376
0.500	3.367
0.382	3.357
LOW	3.325
0.618	3.274
1.000	3.242
1.618	3.191
2.618	3.108
4.250	2.972

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	3.367	3.357
PP	3.364	3.355
S1	3.361	3.354

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

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