NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	4.105	4.136	0.031	0.8%	4.168
High	4.143	4.166	0.023	0.6%	4.314
Low	4.089	4.065	-0.024	-0.6%	4.108
Close	4.133	4.079	-0.054	-1.3%	4.142
Range	0.054	0.101	0.047	87.0%	0.206
ATR	0.091	0.092	0.001	0.8%	0.000
Volume	16,936	20,612	3,676	21.7%	44,809

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.406	4.344	4.135
R3	4.305	4.243	4.107
R2	4.204	4.204	4.098
R1	4.142	4.142	4.088	4.123
PP	4.103	4.103	4.103	4.094
S1	4.041	4.041	4.070	4.022
S2	4.002	4.002	4.060
S3	3.901	3.940	4.051
S4	3.800	3.839	4.023

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	4.254	4.065	0.189	4.6%	0.093	2.3%	7%	False	True	15,192
10	4.314	4.065	0.249	6.1%	0.086	2.1%	6%	False	True	11,540
20	4.500	4.065	0.435	10.7%	0.086	2.1%	3%	False	True	9,817
40	4.599	4.065	0.534	13.1%	0.095	2.3%	3%	False	True	7,985
60	4.958	4.065	0.893	21.9%	0.095	2.3%	2%	False	True	6,646
80	5.115	4.065	1.050	25.7%	0.096	2.4%	1%	False	True	5,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.595
2.618	4.430
1.618	4.329
1.000	4.267
0.618	4.228
HIGH	4.166
0.618	4.127
0.500	4.116
0.382	4.104
LOW	4.065
0.618	4.003
1.000	3.964
1.618	3.902
2.618	3.801
4.250	3.636

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	4.116	4.123
PP	4.103	4.108
S1	4.091	4.094

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

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