NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	4.275	4.280	0.005	0.1%	4.292
High	4.312	4.392	0.080	1.9%	4.436
Low	4.230	4.274	0.044	1.0%	4.280
Close	4.290	4.361	0.071	1.7%	4.305
Range	0.082	0.118	0.036	43.9%	0.156
ATR	0.092	0.094	0.002	2.0%	0.000
Volume	1,178	766	-412	-35.0%	7,448

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.696	4.647	4.426
R3	4.578	4.529	4.393
R2	4.460	4.460	4.383
R1	4.411	4.411	4.372	4.436
PP	4.342	4.342	4.342	4.355
S1	4.293	4.293	4.350	4.318
S2	4.224	4.224	4.339
S3	4.106	4.175	4.329
S4	3.988	4.057	4.296

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.808	4.713	4.391
R3	4.652	4.557	4.348
R2	4.496	4.496	4.334
R1	4.401	4.401	4.319	4.449
PP	4.340	4.340	4.340	4.364
S1	4.245	4.245	4.291	4.293
S2	4.184	4.184	4.276
S3	4.028	4.089	4.262
S4	3.872	3.933	4.219

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.436	4.230	0.206	4.7%	0.084	1.9%	64%	False	False	1,491
10	4.525	4.230	0.295	6.8%	0.107	2.5%	44%	False	False	1,677
20	4.525	4.230	0.295	6.8%	0.092	2.1%	44%	False	False	1,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.894
2.618	4.701
1.618	4.583
1.000	4.510
0.618	4.465
HIGH	4.392
0.618	4.347
0.500	4.333
0.382	4.319
LOW	4.274
0.618	4.201
1.000	4.156
1.618	4.083
2.618	3.965
4.250	3.773

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	4.352	4.344
PP	4.342	4.328
S1	4.333	4.311

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

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