NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	4.287	4.251	-0.036	-0.8%	4.239
High	4.315	4.262	-0.053	-1.2%	4.414
Low	4.239	4.214	-0.025	-0.6%	4.200
Close	4.256	4.227	-0.029	-0.7%	4.257
Range	0.076	0.048	-0.028	-36.8%	0.214
ATR	0.095	0.092	-0.003	-3.5%	0.000
Volume	8,131	10,999	2,868	35.3%	69,888

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.378	4.351	4.253
R3	4.330	4.303	4.240
R2	4.282	4.282	4.236
R1	4.255	4.255	4.231	4.245
PP	4.234	4.234	4.234	4.229
S1	4.207	4.207	4.223	4.197
S2	4.186	4.186	4.218
S3	4.138	4.159	4.214
S4	4.090	4.111	4.201

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.932	4.809	4.375
R3	4.718	4.595	4.316
R2	4.504	4.504	4.296
R1	4.381	4.381	4.277	4.443
PP	4.290	4.290	4.290	4.321
S1	4.167	4.167	4.237	4.229
S2	4.076	4.076	4.218
S3	3.862	3.953	4.198
S4	3.648	3.739	4.139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.405	4.214	0.191	4.5%	0.076	1.8%	7%	False	True	12,408
10	4.414	4.200	0.214	5.1%	0.081	1.9%	13%	False	False	12,893
20	4.500	4.200	0.300	7.1%	0.097	2.3%	9%	False	False	11,921
40	4.627	4.200	0.427	10.1%	0.091	2.1%	6%	False	False	10,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4.466
2.618	4.388
1.618	4.340
1.000	4.310
0.618	4.292
HIGH	4.262
0.618	4.244
0.500	4.238
0.382	4.232
LOW	4.214
0.618	4.184
1.000	4.166
1.618	4.136
2.618	4.088
4.250	4.010

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	4.238	4.265
PP	4.234	4.252
S1	4.231	4.240

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

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