NYMEX Natural Gas Future May 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	4.084	4.121	0.037	0.9%	4.210
High	4.125	4.144	0.019	0.5%	4.303
Low	4.077	4.054	-0.023	-0.6%	4.100
Close	4.118	4.068	-0.050	-1.2%	4.129
Range	0.048	0.090	0.042	87.5%	0.203
ATR	0.081	0.082	0.001	0.8%	0.000
Volume	2,712	2,231	-481	-17.7%	14,777

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.359	4.303	4.118
R3	4.269	4.213	4.093
R2	4.179	4.179	4.085
R1	4.123	4.123	4.076	4.106
PP	4.089	4.089	4.089	4.080
S1	4.033	4.033	4.060	4.016
S2	3.999	3.999	4.052
S3	3.909	3.943	4.043
S4	3.819	3.853	4.019

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.786	4.661	4.241
R3	4.583	4.458	4.185
R2	4.380	4.380	4.166
R1	4.255	4.255	4.148	4.216
PP	4.177	4.177	4.177	4.158
S1	4.052	4.052	4.110	4.013
S2	3.974	3.974	4.092
S3	3.771	3.849	4.073
S4	3.568	3.646	4.017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.239	4.054	0.185	4.5%	0.086	2.1%	8%	False	True	3,046
10	4.303	4.054	0.249	6.1%	0.076	1.9%	6%	False	True	2,962
20	4.440	4.054	0.386	9.5%	0.077	1.9%	4%	False	True	2,359

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	0.025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.527
2.618	4.380
1.618	4.290
1.000	4.234
0.618	4.200
HIGH	4.144
0.618	4.110
0.500	4.099
0.382	4.088
LOW	4.054
0.618	3.998
1.000	3.964
1.618	3.908
2.618	3.818
4.250	3.672

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	4.099	4.107
PP	4.089	4.094
S1	4.078	4.081

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

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