NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	3.990	4.010	0.020	0.5%	4.100
High	4.050	4.024	-0.026	-0.6%	4.165
Low	3.966	3.940	-0.026	-0.7%	3.989
Close	4.006	4.008	0.002	0.0%	4.000
Range	0.084	0.084	0.000	0.0%	0.176
ATR	0.096	0.095	-0.001	-0.9%	0.000
Volume	88,714	85,114	-3,600	-4.1%	241,058

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.243	4.209	4.054
R3	4.159	4.125	4.031
R2	4.075	4.075	4.023
R1	4.041	4.041	4.016	4.016
PP	3.991	3.991	3.991	3.978
S1	3.957	3.957	4.000	3.932
S2	3.907	3.907	3.993
S3	3.823	3.873	3.985
S4	3.739	3.789	3.962

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	4.146	3.940	0.206	5.1%	0.093	2.3%	33%	False	True	65,346
10	4.239	3.940	0.299	7.5%	0.092	2.3%	23%	False	True	52,156
20	4.477	3.940	0.537	13.4%	0.091	2.3%	13%	False	True	41,721
40	4.564	3.940	0.624	15.6%	0.101	2.5%	11%	False	True	33,093
60	4.949	3.940	1.009	25.2%	0.101	2.5%	7%	False	True	28,181
80	4.962	3.940	1.022	25.5%	0.102	2.6%	7%	False	True	24,944
100	5.356	3.940	1.416	35.3%	0.106	2.6%	5%	False	True	22,646

Crabel Price Patterns
NR	False
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	0.026

Fibonacci Retracements and Extensions
4.250	4.381
2.618	4.244
1.618	4.160
1.000	4.108
0.618	4.076
HIGH	4.024
0.618	3.992
0.500	3.982
0.382	3.972
LOW	3.940
0.618	3.888
1.000	3.856
1.618	3.804
2.618	3.720
4.250	3.583

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	3.999	4.013
PP	3.991	4.011
S1	3.982	4.010

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

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