NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	4.250	4.324	0.074	1.7%	4.310
High	4.371	4.414	0.043	1.0%	4.413
Low	4.246	4.310	0.064	1.5%	4.253
Close	4.335	4.384	0.049	1.1%	4.276
Range	0.125	0.104	-0.021	-16.8%	0.160
ATR	0.100	0.100	0.000	0.3%	0.000
Volume	9,962	15,084	5,122	51.4%	58,822

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.681	4.637	4.441
R3	4.577	4.533	4.413
R2	4.473	4.473	4.403
R1	4.429	4.429	4.394	4.451
PP	4.369	4.369	4.369	4.381
S1	4.325	4.325	4.374	4.347
S2	4.265	4.265	4.365
S3	4.161	4.221	4.355
S4	4.057	4.117	4.327

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.794	4.695	4.364
R3	4.634	4.535	4.320
R2	4.474	4.474	4.305
R1	4.375	4.375	4.291	4.345
PP	4.314	4.314	4.314	4.299
S1	4.215	4.215	4.261	4.185
S2	4.154	4.154	4.247
S3	3.994	4.055	4.232
S4	3.834	3.895	4.188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.414	4.200	0.214	4.9%	0.087	2.0%	86%	True	False	13,378
10	4.500	4.200	0.300	6.8%	0.112	2.5%	61%	False	False	13,185
20	4.500	4.200	0.300	6.8%	0.099	2.3%	61%	False	False	10,882
40	4.801	4.200	0.601	13.7%	0.093	2.1%	31%	False	False	9,386

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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.856
2.618	4.686
1.618	4.582
1.000	4.518
0.618	4.478
HIGH	4.414
0.618	4.374
0.500	4.362
0.382	4.350
LOW	4.310
0.618	4.246
1.000	4.206
1.618	4.142
2.618	4.038
4.250	3.868

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	4.377	4.358
PP	4.369	4.333
S1	4.362	4.307

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

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