NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	2.806	2.850	0.044	1.6%	2.788
High	2.888	2.869	-0.019	-0.7%	2.808
Low	2.762	2.780	0.018	0.7%	2.610
Close	2.854	2.795	-0.059	-2.1%	2.799
Range	0.126	0.089	-0.037	-29.4%	0.198
ATR	0.123	0.121	-0.002	-2.0%	0.000
Volume	126,230	120,272	-5,958	-4.7%	544,267

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.082	3.027	2.844
R3	2.993	2.938	2.819
R2	2.904	2.904	2.811
R1	2.849	2.849	2.803	2.832
PP	2.815	2.815	2.815	2.806
S1	2.760	2.760	2.787	2.743
S2	2.726	2.726	2.779
S3	2.637	2.671	2.771
S4	2.548	2.582	2.746

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.333	3.264	2.908
R3	3.135	3.066	2.853
R2	2.937	2.937	2.835
R1	2.868	2.868	2.817	2.903
PP	2.739	2.739	2.739	2.756
S1	2.670	2.670	2.781	2.705
S2	2.541	2.541	2.763
S3	2.343	2.472	2.745
S4	2.145	2.274	2.690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.888	2.610	0.278	9.9%	0.107	3.8%	67%	False	False	117,264
10	2.910	2.610	0.300	10.7%	0.118	4.2%	62%	False	False	107,421
20	3.135	2.610	0.525	18.8%	0.119	4.3%	35%	False	False	97,370
40	3.281	2.610	0.671	24.0%	0.126	4.5%	28%	False	False	76,766
60	3.281	2.357	0.924	33.1%	0.132	4.7%	47%	False	False	67,918
80	3.281	2.357	0.924	33.1%	0.127	4.6%	47%	False	False	60,240
100	3.281	2.300	0.981	35.1%	0.119	4.3%	50%	False	False	54,310
120	3.281	2.300	0.981	35.1%	0.111	4.0%	50%	False	False	48,731

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.247
2.618	3.102
1.618	3.013
1.000	2.958
0.618	2.924
HIGH	2.869
0.618	2.835
0.500	2.825
0.382	2.814
LOW	2.780
0.618	2.725
1.000	2.691
1.618	2.636
2.618	2.547
4.250	2.402

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	2.825	2.798
PP	2.815	2.797
S1	2.805	2.796

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

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