NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	4.064	4.090	0.026	0.6%	4.134
High	4.096	4.117	0.021	0.5%	4.270
Low	4.043	4.021	-0.022	-0.5%	4.071
Close	4.086	4.036	-0.050	-1.2%	4.097
Range	0.053	0.096	0.043	81.1%	0.199
ATR	0.084	0.085	0.001	1.0%	0.000
Volume	16,352	14,041	-2,311	-14.1%	63,429

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.346	4.287	4.089
R3	4.250	4.191	4.062
R2	4.154	4.154	4.054
R1	4.095	4.095	4.045	4.077
PP	4.058	4.058	4.058	4.049
S1	3.999	3.999	4.027	3.981
S2	3.962	3.962	4.018
S3	3.866	3.903	4.010
S4	3.770	3.807	3.983

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	4.206	4.021	0.185	4.6%	0.085	2.1%	8%	False	True	15,506
10	4.270	4.021	0.249	6.2%	0.077	1.9%	6%	False	True	13,975
20	4.414	4.021	0.393	9.7%	0.079	2.0%	4%	False	True	13,434
40	4.508	4.021	0.487	12.1%	0.089	2.2%	3%	False	True	11,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.525
2.618	4.368
1.618	4.272
1.000	4.213
0.618	4.176
HIGH	4.117
0.618	4.080
0.500	4.069
0.382	4.058
LOW	4.021
0.618	3.962
1.000	3.925
1.618	3.866
2.618	3.770
4.250	3.613

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	4.069	4.075
PP	4.058	4.062
S1	4.047	4.049

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

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