NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	4.014	4.042	0.028	0.7%	4.125
High	4.067	4.042	-0.025	-0.6%	4.180
Low	3.987	3.964	-0.023	-0.6%	4.010
Close	4.028	4.028	0.000	0.0%	4.022
Range	0.080	0.078	-0.002	-2.5%	0.170
ATR	0.091	0.090	-0.001	-1.0%	0.000
Volume	20,165	20,793	628	3.1%	104,496

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.245	4.215	4.071
R3	4.167	4.137	4.049
R2	4.089	4.089	4.042
R1	4.059	4.059	4.035	4.035
PP	4.011	4.011	4.011	4.000
S1	3.981	3.981	4.021	3.957
S2	3.933	3.933	4.014
S3	3.855	3.903	4.007
S4	3.777	3.825	3.985

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	3.964	0.202	5.0%	0.089	2.2%	32%	False	True	22,820
10	4.259	3.964	0.295	7.3%	0.088	2.2%	22%	False	True	17,716
20	4.500	3.964	0.536	13.3%	0.086	2.1%	12%	False	True	12,872
40	4.580	3.964	0.616	15.3%	0.094	2.3%	10%	False	True	9,776
60	4.944	3.964	0.980	24.3%	0.094	2.3%	7%	False	True	8,043
80	4.958	3.964	0.994	24.7%	0.096	2.4%	6%	False	True	6,569
100	5.330	3.964	1.366	33.9%	0.099	2.5%	5%	False	True	5,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.374
2.618	4.246
1.618	4.168
1.000	4.120
0.618	4.090
HIGH	4.042
0.618	4.012
0.500	4.003
0.382	3.994
LOW	3.964
0.618	3.916
1.000	3.886
1.618	3.838
2.618	3.760
4.250	3.633

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	4.020	4.038
PP	4.011	4.034
S1	4.003	4.031

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

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