NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	3.458	3.374	-0.084	-2.4%	3.356
High	3.468	3.433	-0.035	-1.0%	3.479
Low	3.348	3.332	-0.016	-0.5%	3.250
Close	3.356	3.412	0.056	1.7%	3.469
Range	0.120	0.101	-0.019	-15.8%	0.229
ATR	0.087	0.088	0.001	1.1%	0.000
Volume	19,261	11,578	-7,683	-39.9%	52,062

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.695	3.655	3.468
R3	3.594	3.554	3.440
R2	3.493	3.493	3.431
R1	3.453	3.453	3.421	3.473
PP	3.392	3.392	3.392	3.403
S1	3.352	3.352	3.403	3.372
S2	3.291	3.291	3.393
S3	3.190	3.251	3.384
S4	3.089	3.150	3.356

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.086	4.007	3.595
R3	3.857	3.778	3.532
R2	3.628	3.628	3.511
R1	3.549	3.549	3.490	3.589
PP	3.399	3.399	3.399	3.419
S1	3.320	3.320	3.448	3.360
S2	3.170	3.170	3.427
S3	2.941	3.091	3.406
S4	2.712	2.862	3.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.479	3.332	0.147	4.3%	0.105	3.1%	54%	False	True	12,678
10	3.479	3.250	0.229	6.7%	0.095	2.8%	71%	False	False	12,190
20	3.479	2.974	0.505	14.8%	0.095	2.8%	87%	False	False	10,628
40	3.479	2.909	0.570	16.7%	0.075	2.2%	88%	False	False	9,406

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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.862
2.618	3.697
1.618	3.596
1.000	3.534
0.618	3.495
HIGH	3.433
0.618	3.394
0.500	3.383
0.382	3.371
LOW	3.332
0.618	3.270
1.000	3.231
1.618	3.169
2.618	3.068
4.250	2.903

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	3.402	3.410
PP	3.392	3.408
S1	3.383	3.406

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

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