NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	2.659	2.842	0.183	6.9%	2.806
High	2.847	3.009	0.162	5.7%	2.888
Low	2.647	2.802	0.155	5.9%	2.666
Close	2.812	2.992	0.180	6.4%	2.682
Range	0.200	0.207	0.007	3.5%	0.222
ATR	0.126	0.132	0.006	4.6%	0.000
Volume	141,355	257,933	116,578	82.5%	550,425

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.555	3.481	3.106
R3	3.348	3.274	3.049
R2	3.141	3.141	3.030
R1	3.067	3.067	3.011	3.104
PP	2.934	2.934	2.934	2.953
S1	2.860	2.860	2.973	2.897
S2	2.727	2.727	2.954
S3	2.520	2.653	2.935
S4	2.313	2.446	2.878

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	3.009	2.647	0.362	12.1%	0.144	4.8%	95%	True	False	164,696
10	3.009	2.610	0.399	13.3%	0.124	4.1%	96%	True	False	140,094
20	3.009	2.610	0.399	13.3%	0.124	4.1%	96%	True	False	111,070
40	3.281	2.610	0.671	22.4%	0.128	4.3%	57%	False	False	89,820
60	3.281	2.610	0.671	22.4%	0.132	4.4%	57%	False	False	76,037
80	3.281	2.357	0.924	30.9%	0.129	4.3%	69%	False	False	67,435
100	3.281	2.300	0.981	32.8%	0.123	4.1%	71%	False	False	60,420
120	3.281	2.300	0.981	32.8%	0.114	3.8%	71%	False	False	53,980

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	3.889
2.618	3.551
1.618	3.344
1.000	3.216
0.618	3.137
HIGH	3.009
0.618	2.930
0.500	2.906
0.382	2.881
LOW	2.802
0.618	2.674
1.000	2.595
1.618	2.467
2.618	2.260
4.250	1.922

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	2.963	2.937
PP	2.934	2.883
S1	2.906	2.828

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

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