NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	3.510	3.553	0.043	1.2%	3.358
High	3.561	3.566	0.005	0.1%	3.424
Low	3.449	3.462	0.013	0.4%	3.245
Close	3.560	3.533	-0.027	-0.8%	3.253
Range	0.112	0.104	-0.008	-7.1%	0.179
ATR	0.096	0.097	0.001	0.6%	0.000
Volume	19,673	12,503	-7,170	-36.4%	21,064

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.832	3.787	3.590
R3	3.728	3.683	3.562
R2	3.624	3.624	3.552
R1	3.579	3.579	3.543	3.550
PP	3.520	3.520	3.520	3.506
S1	3.475	3.475	3.523	3.446
S2	3.416	3.416	3.514
S3	3.312	3.371	3.504
S4	3.208	3.267	3.476

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.844	3.728	3.351
R3	3.665	3.549	3.302
R2	3.486	3.486	3.286
R1	3.370	3.370	3.269	3.339
PP	3.307	3.307	3.307	3.292
S1	3.191	3.191	3.237	3.160
S2	3.128	3.128	3.220
S3	2.949	3.012	3.204
S4	2.770	2.833	3.155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.566	3.241	0.325	9.2%	0.110	3.1%	90%	True	False	11,675
10	3.566	3.241	0.325	9.2%	0.099	2.8%	90%	True	False	8,124
20	3.566	3.222	0.344	9.7%	0.093	2.6%	90%	True	False	7,001
40	3.763	3.222	0.541	15.3%	0.088	2.5%	57%	False	False	6,031
60	3.763	3.222	0.541	15.3%	0.091	2.6%	57%	False	False	5,225
80	3.763	3.150	0.613	17.4%	0.088	2.5%	62%	False	False	4,575

Crabel Price Patterns
NR	True
NR4	True
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	0.020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.008
2.618	3.838
1.618	3.734
1.000	3.670
0.618	3.630
HIGH	3.566
0.618	3.526
0.500	3.514
0.382	3.502
LOW	3.462
0.618	3.398
1.000	3.358
1.618	3.294
2.618	3.190
4.250	3.020

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	3.527	3.505
PP	3.520	3.477
S1	3.514	3.450

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

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