NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	4.305	4.240	-0.065	-1.5%	4.338
High	4.305	4.245	-0.060	-1.4%	4.384
Low	4.232	4.215	-0.017	-0.4%	4.215
Close	4.240	4.215	-0.025	-0.6%	4.215
Range	0.073	0.030	-0.043	-58.9%	0.169
ATR
Volume	2,086	2,754	668	32.0%	7,072

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.315	4.295	4.232
R3	4.285	4.265	4.223
R2	4.255	4.255	4.221
R1	4.235	4.235	4.218	4.230
PP	4.225	4.225	4.225	4.223
S1	4.205	4.205	4.212	4.200
S2	4.195	4.195	4.210
S3	4.165	4.175	4.207
S4	4.135	4.145	4.199

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.778	4.666	4.308
R3	4.609	4.497	4.261
R2	4.440	4.440	4.246
R1	4.328	4.328	4.230	4.300
PP	4.271	4.271	4.271	4.257
S1	4.159	4.159	4.200	4.131
S2	4.102	4.102	4.184
S3	3.933	3.990	4.169
S4	3.764	3.821	4.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.384	4.215	0.169	4.0%	0.055	1.3%	0%	False	True	1,414
10	4.478	4.215	0.263	6.2%	0.074	1.7%	0%	False	True	1,128

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	0.017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.373
2.618	4.324
1.618	4.294
1.000	4.275
0.618	4.264
HIGH	4.245
0.618	4.234
0.500	4.230
0.382	4.226
LOW	4.215
0.618	4.196
1.000	4.185
1.618	4.166
2.618	4.136
4.250	4.088

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	4.230	4.280
PP	4.225	4.258
S1	4.220	4.237

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

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