NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	4.200	4.160	-0.040	-1.0%	4.257
High	4.211	4.206	-0.005	-0.1%	4.315
Low	4.150	4.071	-0.079	-1.9%	4.139
Close	4.158	4.134	-0.024	-0.6%	4.139
Range	0.061	0.135	0.074	121.3%	0.176
ATR	0.085	0.089	0.004	4.2%	0.000
Volume	11,391	12,264	873	7.7%	60,495

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.542	4.473	4.208
R3	4.407	4.338	4.171
R2	4.272	4.272	4.159
R1	4.203	4.203	4.146	4.170
PP	4.137	4.137	4.137	4.121
S1	4.068	4.068	4.122	4.035
S2	4.002	4.002	4.109
S3	3.867	3.933	4.097
S4	3.732	3.798	4.060

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.726	4.608	4.236
R3	4.550	4.432	4.187
R2	4.374	4.374	4.171
R1	4.256	4.256	4.155	4.227
PP	4.198	4.198	4.198	4.183
S1	4.080	4.080	4.123	4.051
S2	4.022	4.022	4.107
S3	3.846	3.904	4.091
S4	3.670	3.728	4.042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.270	4.071	0.199	4.8%	0.083	2.0%	32%	False	True	11,668
10	4.315	4.071	0.244	5.9%	0.072	1.7%	26%	False	True	12,274
20	4.500	4.071	0.429	10.4%	0.090	2.2%	15%	False	True	13,020
40	4.508	4.071	0.437	10.6%	0.092	2.2%	14%	False	True	11,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.780
2.618	4.559
1.618	4.424
1.000	4.341
0.618	4.289
HIGH	4.206
0.618	4.154
0.500	4.139
0.382	4.123
LOW	4.071
0.618	3.988
1.000	3.936
1.618	3.853
2.618	3.718
4.250	3.497

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	4.139	4.171
PP	4.137	4.158
S1	4.136	4.146

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

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