NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	4.040	4.085	0.045	1.1%	4.100
High	4.106	4.085	-0.021	-0.5%	4.165
Low	4.009	3.989	-0.020	-0.5%	3.989
Close	4.091	4.000	-0.091	-2.2%	4.000
Range	0.097	0.096	-0.001	-1.0%	0.176
ATR	0.097	0.097	0.000	0.4%	0.000
Volume	47,909	64,182	16,273	34.0%	241,058

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.313	4.252	4.053
R3	4.217	4.156	4.026
R2	4.121	4.121	4.018
R1	4.060	4.060	4.009	4.043
PP	4.025	4.025	4.025	4.016
S1	3.964	3.964	3.991	3.947
S2	3.929	3.929	3.982
S3	3.833	3.868	3.974
S4	3.737	3.772	3.947

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.579	4.466	4.097
R3	4.403	4.290	4.048
R2	4.227	4.227	4.032
R1	4.114	4.114	4.016	4.083
PP	4.051	4.051	4.051	4.036
S1	3.938	3.938	3.984	3.907
S2	3.875	3.875	3.968
S3	3.699	3.762	3.952
S4	3.523	3.586	3.903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.165	3.989	0.176	4.4%	0.089	2.2%	6%	False	True	48,211
10	4.300	3.989	0.311	7.8%	0.094	2.4%	4%	False	True	40,299
20	4.477	3.989	0.488	12.2%	0.093	2.3%	2%	False	True	35,826
40	4.606	3.989	0.617	15.4%	0.101	2.5%	2%	False	True	29,863
60	4.962	3.989	0.973	24.3%	0.102	2.5%	1%	False	True	26,037
80	5.079	3.989	1.090	27.3%	0.104	2.6%	1%	False	True	23,112
100	5.356	3.989	1.367	34.2%	0.105	2.6%	1%	False	True	21,075

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	0.029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.493
2.618	4.336
1.618	4.240
1.000	4.181
0.618	4.144
HIGH	4.085
0.618	4.048
0.500	4.037
0.382	4.026
LOW	3.989
0.618	3.930
1.000	3.893
1.618	3.834
2.618	3.738
4.250	3.581

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	4.037	4.068
PP	4.025	4.045
S1	4.012	4.023

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

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