NYMEX Natural Gas Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-May-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-May-2012 | 15-May-2012 | Change | Change % | Previous Week |  
                        | Open | 3.356 | 3.277 | -0.079 | -2.4% | 3.183 |  
                        | High | 3.381 | 3.350 | -0.031 | -0.9% | 3.408 |  
                        | Low | 3.274 | 3.250 | -0.024 | -0.7% | 3.183 |  
                        | Close | 3.288 | 3.337 | 0.049 | 1.5% | 3.358 |  
                        | Range | 0.107 | 0.100 | -0.007 | -6.5% | 0.225 |  
                        | ATR | 0.079 | 0.081 | 0.001 | 1.9% | 0.000 |  
                        | Volume | 11,165 | 8,342 | -2,823 | -25.3% | 51,139 |  | 
    
| 
        
            | Daily Pivots for day following 15-May-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.612 | 3.575 | 3.392 |  |  
                | R3 | 3.512 | 3.475 | 3.365 |  |  
                | R2 | 3.412 | 3.412 | 3.355 |  |  
                | R1 | 3.375 | 3.375 | 3.346 | 3.394 |  
                | PP | 3.312 | 3.312 | 3.312 | 3.322 |  
                | S1 | 3.275 | 3.275 | 3.328 | 3.294 |  
                | S2 | 3.212 | 3.212 | 3.319 |  |  
                | S3 | 3.112 | 3.175 | 3.310 |  |  
                | S4 | 3.012 | 3.075 | 3.282 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.775 |  
            | 2.618 | 3.612 |  
            | 1.618 | 3.512 |  
            | 1.000 | 3.450 |  
            | 0.618 | 3.412 |  
            | HIGH | 3.350 |  
            | 0.618 | 3.312 |  
            | 0.500 | 3.300 |  
            | 0.382 | 3.288 |  
            | LOW | 3.250 |  
            | 0.618 | 3.188 |  
            | 1.000 | 3.150 |  
            | 1.618 | 3.088 |  
            | 2.618 | 2.988 |  
            | 4.250 | 2.825 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-May-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.325 | 3.334 |  
                                | PP | 3.312 | 3.332 |  
                                | S1 | 3.300 | 3.329 |  |