NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	2.850	2.799	-0.051	-1.8%	2.788
High	2.869	2.866	-0.003	-0.1%	2.808
Low	2.780	2.742	-0.038	-1.4%	2.610
Close	2.795	2.776	-0.019	-0.7%	2.799
Range	0.089	0.124	0.035	39.3%	0.198
ATR	0.121	0.121	0.000	0.2%	0.000
Volume	120,272	158,016	37,744	31.4%	544,267

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.167	3.095	2.844
R3	3.043	2.971	2.810
R2	2.919	2.919	2.799
R1	2.847	2.847	2.787	2.821
PP	2.795	2.795	2.795	2.782
S1	2.723	2.723	2.765	2.697
S2	2.671	2.671	2.753
S3	2.547	2.599	2.742
S4	2.423	2.475	2.708

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.333	3.264	2.908
R3	3.135	3.066	2.853
R2	2.937	2.937	2.835
R1	2.868	2.868	2.817	2.903
PP	2.739	2.739	2.739	2.756
S1	2.670	2.670	2.781	2.705
S2	2.541	2.541	2.763
S3	2.343	2.472	2.745
S4	2.145	2.274	2.690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.888	2.637	0.251	9.0%	0.114	4.1%	55%	False	False	123,435
10	2.910	2.610	0.300	10.8%	0.121	4.4%	55%	False	False	116,037
20	3.135	2.610	0.525	18.9%	0.121	4.4%	32%	False	False	101,028
40	3.281	2.610	0.671	24.2%	0.125	4.5%	25%	False	False	79,389
60	3.281	2.357	0.924	33.3%	0.132	4.8%	45%	False	False	69,847
80	3.281	2.357	0.924	33.3%	0.128	4.6%	45%	False	False	61,666
100	3.281	2.300	0.981	35.3%	0.120	4.3%	49%	False	False	55,631
120	3.281	2.300	0.981	35.3%	0.112	4.0%	49%	False	False	49,828

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.393
2.618	3.191
1.618	3.067
1.000	2.990
0.618	2.943
HIGH	2.866
0.618	2.819
0.500	2.804
0.382	2.789
LOW	2.742
0.618	2.665
1.000	2.618
1.618	2.541
2.618	2.417
4.250	2.215

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	2.804	2.815
PP	2.795	2.802
S1	2.785	2.789

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

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