NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	4.184	4.132	-0.052	-1.2%	4.200
High	4.200	4.163	-0.037	-0.9%	4.344
Low	4.119	4.118	-0.001	0.0%	4.165
Close	4.132	4.157	0.025	0.6%	4.168
Range	0.081	0.045	-0.036	-44.4%	0.179
ATR	0.078	0.075	-0.002	-3.0%	0.000
Volume	2,801	1,511	-1,290	-46.1%	5,569

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.281	4.264	4.182
R3	4.236	4.219	4.169
R2	4.191	4.191	4.165
R1	4.174	4.174	4.161	4.183
PP	4.146	4.146	4.146	4.150
S1	4.129	4.129	4.153	4.138
S2	4.101	4.101	4.149
S3	4.056	4.084	4.145
S4	4.011	4.039	4.132

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.763	4.644	4.266
R3	4.584	4.465	4.217
R2	4.405	4.405	4.201
R1	4.286	4.286	4.184	4.256
PP	4.226	4.226	4.226	4.211
S1	4.107	4.107	4.152	4.077
S2	4.047	4.047	4.135
S3	3.868	3.928	4.119
S4	3.689	3.749	4.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.285	4.118	0.167	4.0%	0.073	1.8%	23%	False	True	1,454
10	4.344	4.118	0.226	5.4%	0.069	1.7%	17%	False	True	1,576

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	0.014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.354
2.618	4.281
1.618	4.236
1.000	4.208
0.618	4.191
HIGH	4.163
0.618	4.146
0.500	4.141
0.382	4.135
LOW	4.118
0.618	4.090
1.000	4.073
1.618	4.045
2.618	4.000
4.250	3.927

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	4.152	4.177
PP	4.146	4.170
S1	4.141	4.164

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

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