NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	4.328	4.278	-0.050	-1.2%	4.338
High	4.344	4.285	-0.059	-1.4%	4.384
Low	4.271	4.223	-0.048	-1.1%	4.215
Close	4.289	4.233	-0.056	-1.3%	4.215
Range	0.073	0.062	-0.011	-15.1%	0.169
ATR	0.000	0.076	0.076		0.000
Volume	1,189	981	-208	-17.5%	7,072

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.433	4.395	4.267
R3	4.371	4.333	4.250
R2	4.309	4.309	4.244
R1	4.271	4.271	4.239	4.259
PP	4.247	4.247	4.247	4.241
S1	4.209	4.209	4.227	4.197
S2	4.185	4.185	4.222
S3	4.123	4.147	4.216
S4	4.061	4.085	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	4.344	4.196	0.148	3.5%	0.067	1.6%	25%	False	False	1,686
10	4.472	4.196	0.276	6.5%	0.068	1.6%	13%	False	False	1,272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.549
2.618	4.447
1.618	4.385
1.000	4.347
0.618	4.323
HIGH	4.285
0.618	4.261
0.500	4.254
0.382	4.247
LOW	4.223
0.618	4.185
1.000	4.161
1.618	4.123
2.618	4.061
4.250	3.960

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	4.254	4.270
PP	4.247	4.258
S1	4.240	4.245

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

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