NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	3.277	3.350	0.073	2.2%	3.183
High	3.350	3.428	0.078	2.3%	3.408
Low	3.250	3.335	0.085	2.6%	3.183
Close	3.337	3.417	0.080	2.4%	3.358
Range	0.100	0.093	-0.007	-7.0%	0.225
ATR	0.081	0.082	0.001	1.1%	0.000
Volume	8,342	6,383	-1,959	-23.5%	51,139

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.672	3.638	3.468
R3	3.579	3.545	3.443
R2	3.486	3.486	3.434
R1	3.452	3.452	3.426	3.469
PP	3.393	3.393	3.393	3.402
S1	3.359	3.359	3.408	3.376
S2	3.300	3.300	3.400
S3	3.207	3.266	3.391
S4	3.114	3.173	3.366

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	3.428	3.250	0.178	5.2%	0.089	2.6%	94%	True	False	11,130
10	3.428	3.158	0.270	7.9%	0.089	2.6%	96%	True	False	9,480
20	3.428	2.909	0.519	15.2%	0.083	2.4%	98%	True	False	9,502
40	3.428	2.909	0.519	15.2%	0.071	2.1%	98%	True	False	8,376

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.823
2.618	3.671
1.618	3.578
1.000	3.521
0.618	3.485
HIGH	3.428
0.618	3.392
0.500	3.382
0.382	3.371
LOW	3.335
0.618	3.278
1.000	3.242
1.618	3.185
2.618	3.092
4.250	2.940

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	3.405	3.391
PP	3.393	3.365
S1	3.382	3.339

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

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