NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	4.089	4.115	0.026	0.6%	4.157
High	4.124	4.146	0.022	0.5%	4.300
Low	4.071	4.041	-0.030	-0.7%	4.088
Close	4.114	4.058	-0.056	-1.4%	4.123
Range	0.053	0.105	0.052	98.1%	0.212
ATR	0.096	0.097	0.001	0.7%	0.000
Volume	37,919	40,811	2,892	7.6%	161,941

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.397	4.332	4.116
R3	4.292	4.227	4.087
R2	4.187	4.187	4.077
R1	4.122	4.122	4.068	4.102
PP	4.082	4.082	4.082	4.072
S1	4.017	4.017	4.048	3.997
S2	3.977	3.977	4.039
S3	3.872	3.912	4.029
S4	3.767	3.807	4.000

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.806	4.677	4.240
R3	4.594	4.465	4.181
R2	4.382	4.382	4.162
R1	4.253	4.253	4.142	4.212
PP	4.170	4.170	4.170	4.150
S1	4.041	4.041	4.104	4.000
S2	3.958	3.958	4.084
S3	3.746	3.829	4.065
S4	3.534	3.617	4.006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.237	4.041	0.196	4.8%	0.097	2.4%	9%	False	True	40,365
10	4.300	4.041	0.259	6.4%	0.090	2.2%	7%	False	True	37,571
20	4.477	4.041	0.436	10.7%	0.092	2.3%	4%	False	True	33,706
40	4.606	4.041	0.565	13.9%	0.102	2.5%	3%	False	True	28,289
60	4.962	4.041	0.921	22.7%	0.102	2.5%	2%	False	True	24,784
80	5.125	4.041	1.084	26.7%	0.103	2.5%	2%	False	True	21,993
100	5.356	4.041	1.315	32.4%	0.106	2.6%	1%	False	True	20,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.592
2.618	4.421
1.618	4.316
1.000	4.251
0.618	4.211
HIGH	4.146
0.618	4.106
0.500	4.094
0.382	4.081
LOW	4.041
0.618	3.976
1.000	3.936
1.618	3.871
2.618	3.766
4.250	3.595

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	4.094	4.103
PP	4.082	4.088
S1	4.070	4.073

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

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