NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	2.799	2.747	-0.052	-1.9%	2.806
High	2.866	2.765	-0.101	-3.5%	2.888
Low	2.742	2.666	-0.076	-2.8%	2.666
Close	2.776	2.682	-0.094	-3.4%	2.682
Range	0.124	0.099	-0.025	-20.2%	0.222
ATR	0.121	0.120	-0.001	-0.7%	0.000
Volume	158,016	145,907	-12,109	-7.7%	550,425

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.001	2.941	2.736
R3	2.902	2.842	2.709
R2	2.803	2.803	2.700
R1	2.743	2.743	2.691	2.724
PP	2.704	2.704	2.704	2.695
S1	2.644	2.644	2.673	2.625
S2	2.605	2.605	2.664
S3	2.506	2.545	2.655
S4	2.407	2.446	2.628

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.411	3.269	2.804
R3	3.189	3.047	2.743
R2	2.967	2.967	2.723
R1	2.825	2.825	2.702	2.785
PP	2.745	2.745	2.745	2.726
S1	2.603	2.603	2.662	2.563
S2	2.523	2.523	2.641
S3	2.301	2.381	2.621
S4	2.079	2.159	2.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.888	2.666	0.222	8.3%	0.108	4.0%	7%	False	True	133,364
10	2.910	2.610	0.300	11.2%	0.114	4.3%	24%	False	False	118,656
20	2.966	2.610	0.356	13.3%	0.115	4.3%	20%	False	False	103,719
40	3.281	2.610	0.671	25.0%	0.123	4.6%	11%	False	False	82,137
60	3.281	2.357	0.924	34.5%	0.133	5.0%	35%	False	False	71,375
80	3.281	2.357	0.924	34.5%	0.127	4.7%	35%	False	False	63,221
100	3.281	2.300	0.981	36.6%	0.120	4.5%	39%	False	False	56,889
120	3.281	2.300	0.981	36.6%	0.112	4.2%	39%	False	False	50,924

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.186
2.618	3.024
1.618	2.925
1.000	2.864
0.618	2.826
HIGH	2.765
0.618	2.727
0.500	2.716
0.382	2.704
LOW	2.666
0.618	2.605
1.000	2.567
1.618	2.506
2.618	2.407
4.250	2.245

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	2.716	2.768
PP	2.704	2.739
S1	2.693	2.711

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

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