NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	4.080	4.064	-0.016	-0.4%	4.134
High	4.129	4.096	-0.033	-0.8%	4.270
Low	4.045	4.043	-0.002	0.0%	4.071
Close	4.061	4.086	0.025	0.6%	4.097
Range	0.084	0.053	-0.031	-36.9%	0.199
ATR	0.086	0.084	-0.002	-2.8%	0.000
Volume	13,364	16,352	2,988	22.4%	63,429

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.234	4.213	4.115
R3	4.181	4.160	4.101
R2	4.128	4.128	4.096
R1	4.107	4.107	4.091	4.118
PP	4.075	4.075	4.075	4.080
S1	4.054	4.054	4.081	4.065
S2	4.022	4.022	4.076
S3	3.969	4.001	4.071
S4	3.916	3.948	4.057

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.743	4.619	4.206
R3	4.544	4.420	4.152
R2	4.345	4.345	4.133
R1	4.221	4.221	4.115	4.184
PP	4.146	4.146	4.146	4.127
S1	4.022	4.022	4.079	3.985
S2	3.947	3.947	4.061
S3	3.748	3.823	4.042
S4	3.549	3.624	3.988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.211	4.043	0.168	4.1%	0.078	1.9%	26%	False	True	14,976
10	4.270	4.043	0.227	5.6%	0.072	1.8%	19%	False	True	13,671
20	4.414	4.043	0.371	9.1%	0.080	2.0%	12%	False	True	13,538
40	4.508	4.043	0.465	11.4%	0.089	2.2%	9%	False	True	11,725

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.321
2.618	4.235
1.618	4.182
1.000	4.149
0.618	4.129
HIGH	4.096
0.618	4.076
0.500	4.070
0.382	4.063
LOW	4.043
0.618	4.010
1.000	3.990
1.618	3.957
2.618	3.904
4.250	3.818

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	4.081	4.097
PP	4.075	4.093
S1	4.070	4.090

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

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