NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	4.186	4.125	-0.061	-1.5%	4.168
High	4.213	4.180	-0.033	-0.8%	4.314
Low	4.138	4.092	-0.046	-1.1%	4.108
Close	4.142	4.108	-0.034	-0.8%	4.142
Range	0.075	0.088	0.013	17.3%	0.206
ATR	0.094	0.094	0.000	-0.5%	0.000
Volume	15,659	14,416	-1,243	-7.9%	44,809

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.391	4.337	4.156
R3	4.303	4.249	4.132
R2	4.215	4.215	4.124
R1	4.161	4.161	4.116	4.144
PP	4.127	4.127	4.127	4.118
S1	4.073	4.073	4.100	4.056
S2	4.039	4.039	4.092
S3	3.951	3.985	4.084
S4	3.863	3.897	4.060

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.806	4.680	4.255
R3	4.600	4.474	4.199
R2	4.394	4.394	4.180
R1	4.268	4.268	4.161	4.228
PP	4.188	4.188	4.188	4.168
S1	4.062	4.062	4.123	4.022
S2	3.982	3.982	4.104
S3	3.776	3.856	4.085
S4	3.570	3.650	4.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.314	4.092	0.222	5.4%	0.092	2.2%	7%	False	True	10,643
10	4.357	4.092	0.265	6.5%	0.083	2.0%	6%	False	True	9,030
20	4.500	4.092	0.408	9.9%	0.088	2.1%	4%	False	True	8,523
40	4.599	4.092	0.507	12.3%	0.097	2.4%	3%	False	True	7,427
60	4.958	4.092	0.866	21.1%	0.096	2.3%	2%	False	True	6,071
80	5.227	4.092	1.135	27.6%	0.097	2.4%	1%	False	True	5,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.554
2.618	4.410
1.618	4.322
1.000	4.268
0.618	4.234
HIGH	4.180
0.618	4.146
0.500	4.136
0.382	4.126
LOW	4.092
0.618	4.038
1.000	4.004
1.618	3.950
2.618	3.862
4.250	3.718

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	4.136	4.173
PP	4.127	4.151
S1	4.117	4.130

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

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