NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	4.111	4.014	-0.097	-2.4%	4.125
High	4.111	4.067	-0.044	-1.1%	4.180
Low	4.010	3.987	-0.023	-0.6%	4.010
Close	4.022	4.028	0.006	0.1%	4.022
Range	0.101	0.080	-0.021	-20.8%	0.170
ATR	0.092	0.091	-0.001	-0.9%	0.000
Volume	25,522	20,165	-5,357	-21.0%	104,496

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.267	4.228	4.072
R3	4.187	4.148	4.050
R2	4.107	4.107	4.043
R1	4.068	4.068	4.035	4.088
PP	4.027	4.027	4.027	4.037
S1	3.988	3.988	4.021	4.008
S2	3.947	3.947	4.013
S3	3.867	3.908	4.006
S4	3.787	3.828	3.984

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.581	4.471	4.116
R3	4.411	4.301	4.069
R2	4.241	4.241	4.053
R1	4.131	4.131	4.038	4.101
PP	4.071	4.071	4.071	4.056
S1	3.961	3.961	4.006	3.931
S2	3.901	3.901	3.991
S3	3.731	3.791	3.975
S4	3.561	3.621	3.929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.166	3.987	0.179	4.4%	0.084	2.1%	23%	False	True	22,049
10	4.314	3.987	0.327	8.1%	0.088	2.2%	13%	False	True	16,346
20	4.500	3.987	0.513	12.7%	0.088	2.2%	8%	False	True	12,163
40	4.580	3.987	0.593	14.7%	0.095	2.3%	7%	False	True	9,339
60	4.958	3.987	0.971	24.1%	0.095	2.3%	4%	False	True	7,744
80	4.958	3.987	0.971	24.1%	0.096	2.4%	4%	False	True	6,339
100	5.330	3.987	1.343	33.3%	0.099	2.5%	3%	False	True	5,427

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	4.407
2.618	4.276
1.618	4.196
1.000	4.147
0.618	4.116
HIGH	4.067
0.618	4.036
0.500	4.027
0.382	4.018
LOW	3.987
0.618	3.938
1.000	3.907
1.618	3.858
2.618	3.778
4.250	3.647

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	4.028	4.054
PP	4.027	4.045
S1	4.027	4.037

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

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