NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	4.115	4.040	-0.075	-1.8%	4.157
High	4.146	4.106	-0.040	-1.0%	4.300
Low	4.041	4.009	-0.032	-0.8%	4.088
Close	4.058	4.091	0.033	0.8%	4.123
Range	0.105	0.097	-0.008	-7.6%	0.212
ATR	0.097	0.097	0.000	0.0%	0.000
Volume	40,811	47,909	7,098	17.4%	161,941

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.360	4.322	4.144
R3	4.263	4.225	4.118
R2	4.166	4.166	4.109
R1	4.128	4.128	4.100	4.147
PP	4.069	4.069	4.069	4.078
S1	4.031	4.031	4.082	4.050
S2	3.972	3.972	4.073
S3	3.875	3.934	4.064
S4	3.778	3.837	4.038

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	4.204	4.009	0.195	4.8%	0.087	2.1%	42%	False	True	43,996
10	4.300	4.009	0.291	7.1%	0.089	2.2%	28%	False	True	38,556
20	4.477	4.009	0.468	11.4%	0.093	2.3%	18%	False	True	34,464
40	4.606	4.009	0.597	14.6%	0.103	2.5%	14%	False	True	28,821
60	4.962	4.009	0.953	23.3%	0.102	2.5%	9%	False	True	25,281
80	5.088	4.009	1.079	26.4%	0.103	2.5%	8%	False	True	22,444
100	5.356	4.009	1.347	32.9%	0.106	2.6%	6%	False	True	20,516

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	True
Bull Hook	False
Stretch	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.518
2.618	4.360
1.618	4.263
1.000	4.203
0.618	4.166
HIGH	4.106
0.618	4.069
0.500	4.058
0.382	4.046
LOW	4.009
0.618	3.949
1.000	3.912
1.618	3.852
2.618	3.755
4.250	3.597

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	4.080	4.087
PP	4.069	4.082
S1	4.058	4.078

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

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