NYMEX Natural Gas Future October 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	2.788	2.683	-0.105	-3.8%	2.762
High	2.792	2.693	-0.099	-3.5%	2.910
Low	2.663	2.624	-0.039	-1.5%	2.722
Close	2.673	2.633	-0.040	-1.5%	2.735
Range	0.129	0.069	-0.060	-46.5%	0.188
ATR	0.131	0.127	-0.004	-3.4%	0.000
Volume	93,039	111,410	18,371	19.7%	429,828

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.857	2.814	2.671
R3	2.788	2.745	2.652
R2	2.719	2.719	2.646
R1	2.676	2.676	2.639	2.663
PP	2.650	2.650	2.650	2.644
S1	2.607	2.607	2.627	2.594
S2	2.581	2.581	2.620
S3	2.512	2.538	2.614
S4	2.443	2.469	2.595

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	2.624	0.286	10.9%	0.128	4.8%	3%	False	True	97,578
10	2.910	2.624	0.286	10.9%	0.119	4.5%	3%	False	True	83,744
20	3.239	2.624	0.615	23.4%	0.129	4.9%	1%	False	True	84,378
40	3.281	2.624	0.657	25.0%	0.131	5.0%	1%	False	True	67,312
60	3.281	2.357	0.924	35.1%	0.131	5.0%	30%	False	False	61,243
80	3.281	2.357	0.924	35.1%	0.127	4.8%	30%	False	False	55,195
100	3.281	2.300	0.981	37.3%	0.117	4.4%	34%	False	False	49,740
120	3.281	2.300	0.981	37.3%	0.110	4.2%	34%	False	False	44,777

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	0.028
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.986
2.618	2.874
1.618	2.805
1.000	2.762
0.618	2.736
HIGH	2.693
0.618	2.667
0.500	2.659
0.382	2.650
LOW	2.624
0.618	2.581
1.000	2.555
1.618	2.512
2.618	2.443
4.250	2.331

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	2.659	2.767
PP	2.650	2.722
S1	2.642	2.678

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

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