NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	2.768	2.663	-0.105	-3.8%	2.715
High	2.768	2.677	-0.091	-3.3%	2.877
Low	2.640	2.603	-0.037	-1.4%	2.682
Close	2.655	2.614	-0.041	-1.5%	2.698
Range	0.128	0.074	-0.054	-42.2%	0.195
ATR	0.136	0.132	-0.004	-3.3%	0.000
Volume	76,581	61,259	-15,322	-20.0%	654,194

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.853	2.808	2.655
R3	2.779	2.734	2.634
R2	2.705	2.705	2.628
R1	2.660	2.660	2.621	2.646
PP	2.631	2.631	2.631	2.624
S1	2.586	2.586	2.607	2.572
S2	2.557	2.557	2.600
S3	2.483	2.512	2.594
S4	2.409	2.438	2.573

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.213	2.805
R3	3.142	3.018	2.752
R2	2.947	2.947	2.734
R1	2.823	2.823	2.716	2.788
PP	2.752	2.752	2.752	2.735
S1	2.628	2.628	2.680	2.593
S2	2.557	2.557	2.662
S3	2.362	2.433	2.644
S4	2.167	2.238	2.591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.877	2.603	0.274	10.5%	0.130	5.0%	4%	False	True	107,440
10	2.877	2.603	0.274	10.5%	0.121	4.6%	4%	False	True	115,203
20	3.241	2.603	0.638	24.4%	0.133	5.1%	2%	False	True	134,694
40	3.277	2.603	0.674	25.8%	0.138	5.3%	2%	False	True	110,312
60	3.277	2.259	1.018	38.9%	0.137	5.3%	35%	False	False	94,198
80	3.277	2.259	1.018	38.9%	0.133	5.1%	35%	False	False	79,431
100	3.277	2.222	1.055	40.4%	0.122	4.7%	37%	False	False	68,061
120	3.277	2.222	1.055	40.4%	0.114	4.4%	37%	False	False	58,720

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	0.031
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.992
2.618	2.871
1.618	2.797
1.000	2.751
0.618	2.723
HIGH	2.677
0.618	2.649
0.500	2.640
0.382	2.631
LOW	2.603
0.618	2.557
1.000	2.529
1.618	2.483
2.618	2.409
4.250	2.289

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	2.640	2.740
PP	2.631	2.698
S1	2.623	2.656

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

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