NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	4.136	4.075	-0.061	-1.5%	4.168
High	4.166	4.120	-0.046	-1.1%	4.314
Low	4.065	4.037	-0.028	-0.7%	4.108
Close	4.079	4.113	0.034	0.8%	4.142
Range	0.101	0.083	-0.018	-17.8%	0.206
ATR	0.092	0.091	-0.001	-0.7%	0.000
Volume	20,612	27,010	6,398	31.0%	44,809

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.339	4.309	4.159
R3	4.256	4.226	4.136
R2	4.173	4.173	4.128
R1	4.143	4.143	4.121	4.158
PP	4.090	4.090	4.090	4.098
S1	4.060	4.060	4.105	4.075
S2	4.007	4.007	4.098
S3	3.924	3.977	4.090
S4	3.841	3.894	4.067

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	4.213	4.037	0.176	4.3%	0.080	1.9%	43%	False	True	18,926
10	4.314	4.037	0.277	6.7%	0.085	2.1%	27%	False	True	13,374
20	4.500	4.037	0.463	11.3%	0.087	2.1%	16%	False	True	10,761
40	4.599	4.037	0.562	13.7%	0.096	2.3%	14%	False	True	8,546
60	4.958	4.037	0.921	22.4%	0.095	2.3%	8%	False	True	7,064
80	5.074	4.037	1.037	25.2%	0.096	2.3%	7%	False	True	5,814
100	5.330	4.037	1.293	31.4%	0.099	2.4%	6%	False	True	5,030

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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.473
2.618	4.337
1.618	4.254
1.000	4.203
0.618	4.171
HIGH	4.120
0.618	4.088
0.500	4.079
0.382	4.069
LOW	4.037
0.618	3.986
1.000	3.954
1.618	3.903
2.618	3.820
4.250	3.684

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	4.102	4.109
PP	4.090	4.105
S1	4.079	4.102

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

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