NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	3.350	3.436	0.086	2.6%	3.183
High	3.428	3.468	0.040	1.2%	3.408
Low	3.335	3.334	-0.001	0.0%	3.183
Close	3.417	3.401	-0.016	-0.5%	3.358
Range	0.093	0.134	0.041	44.1%	0.225
ATR	0.082	0.085	0.004	4.6%	0.000
Volume	6,383	15,553	9,170	143.7%	51,139

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.803	3.736	3.475
R3	3.669	3.602	3.438
R2	3.535	3.535	3.426
R1	3.468	3.468	3.413	3.435
PP	3.401	3.401	3.401	3.384
S1	3.334	3.334	3.389	3.301
S2	3.267	3.267	3.376
S3	3.133	3.200	3.364
S4	2.999	3.066	3.327

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	3.468	3.250	0.218	6.4%	0.103	3.0%	69%	True	False	11,665
10	3.468	3.176	0.292	8.6%	0.095	2.8%	77%	True	False	10,089
20	3.468	2.909	0.559	16.4%	0.086	2.5%	88%	True	False	9,860
40	3.468	2.909	0.559	16.4%	0.073	2.1%	88%	True	False	8,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.038
2.618	3.819
1.618	3.685
1.000	3.602
0.618	3.551
HIGH	3.468
0.618	3.417
0.500	3.401
0.382	3.385
LOW	3.334
0.618	3.251
1.000	3.200
1.618	3.117
2.618	2.983
4.250	2.765

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	3.401	3.387
PP	3.401	3.373
S1	3.401	3.359

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

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