NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	4.106	4.089	-0.017	-0.4%	4.134
High	4.161	4.107	-0.054	-1.3%	4.205
Low	4.070	4.025	-0.045	-1.1%	4.016
Close	4.104	4.041	-0.063	-1.5%	4.021
Range	0.091	0.082	-0.009	-9.9%	0.189
ATR	0.102	0.100	-0.001	-1.4%	0.000
Volume	39,954	30,825	-9,129	-22.8%	183,902

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.304	4.254	4.086
R3	4.222	4.172	4.064
R2	4.140	4.140	4.056
R1	4.090	4.090	4.049	4.074
PP	4.058	4.058	4.058	4.050
S1	4.008	4.008	4.033	3.992
S2	3.976	3.976	4.026
S3	3.894	3.926	4.018
S4	3.812	3.844	3.996

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.648	4.523	4.125
R3	4.459	4.334	4.073
R2	4.270	4.270	4.056
R1	4.145	4.145	4.038	4.113
PP	4.081	4.081	4.081	4.065
S1	3.956	3.956	4.004	3.924
S2	3.892	3.892	3.986
S3	3.703	3.767	3.969
S4	3.514	3.578	3.917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.161	3.995	0.166	4.1%	0.088	2.2%	28%	False	False	37,983
10	4.347	3.995	0.352	8.7%	0.087	2.2%	13%	False	False	35,419
20	4.450	3.995	0.455	11.3%	0.108	2.7%	10%	False	False	33,602
40	4.516	3.995	0.521	12.9%	0.107	2.7%	9%	False	False	28,220
60	4.871	3.995	0.876	21.7%	0.106	2.6%	5%	False	False	22,859
80	5.283	3.995	1.288	31.9%	0.110	2.7%	4%	False	False	19,341
100	5.283	3.995	1.288	31.9%	0.110	2.7%	4%	False	False	16,897
120	5.283	3.995	1.288	31.9%	0.109	2.7%	4%	False	False	15,100

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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.456
2.618	4.322
1.618	4.240
1.000	4.189
0.618	4.158
HIGH	4.107
0.618	4.076
0.500	4.066
0.382	4.056
LOW	4.025
0.618	3.974
1.000	3.943
1.618	3.892
2.618	3.810
4.250	3.677

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	4.066	4.078
PP	4.058	4.066
S1	4.049	4.053

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

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