NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	2.862	2.788	-0.074	-2.6%	2.762
High	2.910	2.792	-0.118	-4.1%	2.910
Low	2.727	2.663	-0.064	-2.3%	2.722
Close	2.735	2.673	-0.062	-2.3%	2.735
Range	0.183	0.129	-0.054	-29.5%	0.188
ATR	0.132	0.131	0.000	-0.1%	0.000
Volume	91,876	93,039	1,163	1.3%	429,828

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.096	3.014	2.744
R3	2.967	2.885	2.708
R2	2.838	2.838	2.697
R1	2.756	2.756	2.685	2.733
PP	2.709	2.709	2.709	2.698
S1	2.627	2.627	2.661	2.604
S2	2.580	2.580	2.649
S3	2.451	2.498	2.638
S4	2.322	2.369	2.602

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.353	3.232	2.838
R3	3.165	3.044	2.787
R2	2.977	2.977	2.769
R1	2.856	2.856	2.752	2.823
PP	2.789	2.789	2.789	2.772
S1	2.668	2.668	2.718	2.635
S2	2.601	2.601	2.701
S3	2.413	2.480	2.683
S4	2.225	2.292	2.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.910	2.663	0.247	9.2%	0.142	5.3%	4%	False	True	92,600
10	2.910	2.663	0.247	9.2%	0.124	4.6%	4%	False	True	82,046
20	3.281	2.663	0.618	23.1%	0.132	4.9%	2%	False	True	81,878
40	3.281	2.663	0.618	23.1%	0.132	4.9%	2%	False	True	66,194
60	3.281	2.357	0.924	34.6%	0.131	4.9%	34%	False	False	60,147
80	3.281	2.357	0.924	34.6%	0.127	4.8%	34%	False	False	54,177
100	3.281	2.300	0.981	36.7%	0.117	4.4%	38%	False	False	48,767
120	3.281	2.300	0.981	36.7%	0.110	4.1%	38%	False	False	44,049

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.340
2.618	3.130
1.618	3.001
1.000	2.921
0.618	2.872
HIGH	2.792
0.618	2.743
0.500	2.728
0.382	2.712
LOW	2.663
0.618	2.583
1.000	2.534
1.618	2.454
2.618	2.325
4.250	2.115

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	2.728	2.787
PP	2.709	2.749
S1	2.691	2.711

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

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