NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	3.063	3.036	-0.027	-0.9%	2.659
High	3.070	3.062	-0.008	-0.3%	3.070
Low	2.960	2.920	-0.040	-1.4%	2.647
Close	3.037	2.943	-0.094	-3.1%	2.943
Range	0.110	0.142	0.032	29.1%	0.423
ATR	0.129	0.130	0.001	0.7%	0.000
Volume	196,949	144,319	-52,630	-26.7%	937,995

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.401	3.314	3.021
R3	3.259	3.172	2.982
R2	3.117	3.117	2.969
R1	3.030	3.030	2.956	3.003
PP	2.975	2.975	2.975	2.961
S1	2.888	2.888	2.930	2.861
S2	2.833	2.833	2.917
S3	2.691	2.746	2.904
S4	2.549	2.604	2.865

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.156	3.972	3.176
R3	3.733	3.549	3.059
R2	3.310	3.310	3.021
R1	3.126	3.126	2.982	3.218
PP	2.887	2.887	2.887	2.933
S1	2.703	2.703	2.904	2.795
S2	2.464	2.464	2.865
S3	2.041	2.280	2.827
S4	1.618	1.857	2.710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.070	2.647	0.423	14.4%	0.155	5.3%	70%	False	False	187,599
10	3.070	2.647	0.423	14.4%	0.132	4.5%	70%	False	False	160,481
20	3.070	2.610	0.460	15.6%	0.124	4.2%	72%	False	False	125,248
40	3.281	2.610	0.671	22.8%	0.127	4.3%	50%	False	False	99,915
60	3.281	2.610	0.671	22.8%	0.131	4.4%	50%	False	False	82,708
80	3.281	2.357	0.924	31.4%	0.128	4.4%	63%	False	False	72,403
100	3.281	2.357	0.924	31.4%	0.126	4.3%	63%	False	False	64,927
120	3.281	2.300	0.981	33.3%	0.115	3.9%	66%	False	False	58,070

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	0.032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.666
2.618	3.434
1.618	3.292
1.000	3.204
0.618	3.150
HIGH	3.062
0.618	3.008
0.500	2.991
0.382	2.974
LOW	2.920
0.618	2.832
1.000	2.778
1.618	2.690
2.618	2.548
4.250	2.317

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	2.991	2.995
PP	2.975	2.978
S1	2.959	2.960

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

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