NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	3.374	3.388	0.014	0.4%	3.356
High	3.433	3.405	-0.028	-0.8%	3.479
Low	3.332	3.337	0.005	0.2%	3.250
Close	3.412	3.398	-0.014	-0.4%	3.469
Range	0.101	0.068	-0.033	-32.7%	0.229
ATR	0.088	0.087	-0.001	-1.1%	0.000
Volume	11,578	11,096	-482	-4.2%	52,062

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.584	3.559	3.435
R3	3.516	3.491	3.417
R2	3.448	3.448	3.410
R1	3.423	3.423	3.404	3.436
PP	3.380	3.380	3.380	3.386
S1	3.355	3.355	3.392	3.368
S2	3.312	3.312	3.386
S3	3.244	3.287	3.379
S4	3.176	3.219	3.361

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%	0.100	3.0%	45%	False	False	13,621
10	3.479	3.250	0.229	6.7%	0.095	2.8%	65%	False	False	12,375
20	3.479	3.035	0.444	13.1%	0.093	2.7%	82%	False	False	10,767
40	3.479	2.909	0.570	16.8%	0.075	2.2%	86%	False	False	9,601

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.694
2.618	3.583
1.618	3.515
1.000	3.473
0.618	3.447
HIGH	3.405
0.618	3.379
0.500	3.371
0.382	3.363
LOW	3.337
0.618	3.295
1.000	3.269
1.618	3.227
2.618	3.159
4.250	3.048

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	3.389	3.400
PP	3.380	3.399
S1	3.371	3.399

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

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