NYMEX Natural Gas Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Oct-2011 | 07-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 4.039 | 4.077 | 0.038 | 0.9% | 4.100 |  
                        | High | 4.086 | 4.077 | -0.009 | -0.2% | 4.144 |  
                        | Low | 4.000 | 3.980 | -0.020 | -0.5% | 3.980 |  
                        | Close | 4.080 | 3.990 | -0.090 | -2.2% | 3.990 |  
                        | Range | 0.086 | 0.097 | 0.011 | 12.8% | 0.164 |  
                        | ATR | 0.088 | 0.089 | 0.001 | 1.0% | 0.000 |  
                        | Volume | 14,058 | 21,204 | 7,146 | 50.8% | 86,231 |  | 
    
| 
        
            | Daily Pivots for day following 07-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.307 | 4.245 | 4.043 |  |  
                | R3 | 4.210 | 4.148 | 4.017 |  |  
                | R2 | 4.113 | 4.113 | 4.008 |  |  
                | R1 | 4.051 | 4.051 | 3.999 | 4.034 |  
                | PP | 4.016 | 4.016 | 4.016 | 4.007 |  
                | S1 | 3.954 | 3.954 | 3.981 | 3.937 |  
                | S2 | 3.919 | 3.919 | 3.972 |  |  
                | S3 | 3.822 | 3.857 | 3.963 |  |  
                | S4 | 3.725 | 3.760 | 3.937 |  |  | 
        
            | Weekly Pivots for week ending 07-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.530 | 4.424 | 4.080 |  |  
                | R3 | 4.366 | 4.260 | 4.035 |  |  
                | R2 | 4.202 | 4.202 | 4.020 |  |  
                | R1 | 4.096 | 4.096 | 4.005 | 4.067 |  
                | PP | 4.038 | 4.038 | 4.038 | 4.024 |  
                | S1 | 3.932 | 3.932 | 3.975 | 3.903 |  
                | S2 | 3.874 | 3.874 | 3.960 |  |  
                | S3 | 3.710 | 3.768 | 3.945 |  |  
                | S4 | 3.546 | 3.604 | 3.900 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 4.144 | 3.980 | 0.164 | 4.1% | 0.084 | 2.1% | 6% | False | True | 17,246 |  
                | 10 | 4.281 | 3.980 | 0.301 | 7.5% | 0.086 | 2.2% | 3% | False | True | 14,466 |  
                | 20 | 4.450 | 3.980 | 0.470 | 11.8% | 0.085 | 2.1% | 2% | False | True | 13,101 |  
                | 40 | 4.556 | 3.980 | 0.576 | 14.4% | 0.091 | 2.3% | 2% | False | True | 10,885 |  
                | 60 | 4.912 | 3.980 | 0.932 | 23.4% | 0.092 | 2.3% | 1% | False | True | 9,046 |  
                | 80 | 5.007 | 3.980 | 1.027 | 25.7% | 0.094 | 2.3% | 1% | False | True | 7,924 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.489 |  
            | 2.618 | 4.331 |  
            | 1.618 | 4.234 |  
            | 1.000 | 4.174 |  
            | 0.618 | 4.137 |  
            | HIGH | 4.077 |  
            | 0.618 | 4.040 |  
            | 0.500 | 4.029 |  
            | 0.382 | 4.017 |  
            | LOW | 3.980 |  
            | 0.618 | 3.920 |  
            | 1.000 | 3.883 |  
            | 1.618 | 3.823 |  
            | 2.618 | 3.726 |  
            | 4.250 | 3.568 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.029 | 4.055 |  
                                | PP | 4.016 | 4.033 |  
                                | S1 | 4.003 | 4.012 |  |