NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	4.125	4.105	-0.020	-0.5%	4.168
High	4.180	4.143	-0.037	-0.9%	4.314
Low	4.092	4.089	-0.003	-0.1%	4.108
Close	4.108	4.133	0.025	0.6%	4.142
Range	0.088	0.054	-0.034	-38.6%	0.206
ATR	0.094	0.091	-0.003	-3.0%	0.000
Volume	14,416	16,936	2,520	17.5%	44,809

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.284	4.262	4.163
R3	4.230	4.208	4.148
R2	4.176	4.176	4.143
R1	4.154	4.154	4.138	4.165
PP	4.122	4.122	4.122	4.127
S1	4.100	4.100	4.128	4.111
S2	4.068	4.068	4.123
S3	4.014	4.046	4.118
S4	3.960	3.992	4.103

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	4.259	4.089	0.170	4.1%	0.086	2.1%	26%	False	True	12,612
10	4.314	4.089	0.225	5.4%	0.081	2.0%	20%	False	True	10,049
20	4.500	4.089	0.411	9.9%	0.086	2.1%	11%	False	True	9,043
40	4.599	4.089	0.510	12.3%	0.096	2.3%	9%	False	True	7,599
60	4.958	4.089	0.869	21.0%	0.095	2.3%	5%	False	True	6,324
80	5.227	4.089	1.138	27.5%	0.097	2.4%	4%	False	True	5,253

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.373
2.618	4.284
1.618	4.230
1.000	4.197
0.618	4.176
HIGH	4.143
0.618	4.122
0.500	4.116
0.382	4.110
LOW	4.089
0.618	4.056
1.000	4.035
1.618	4.002
2.618	3.948
4.250	3.860

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	4.127	4.151
PP	4.122	4.145
S1	4.116	4.139

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

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