NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	2.875	2.774	-0.101	-3.5%	2.659
High	2.916	2.855	-0.061	-2.1%	3.070
Low	2.755	2.737	-0.018	-0.7%	2.647
Close	2.773	2.762	-0.011	-0.4%	2.943
Range	0.161	0.118	-0.043	-26.7%	0.423
ATR	0.132	0.131	-0.001	-0.8%	0.000
Volume	174,550	161,160	-13,390	-7.7%	937,995

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.139	3.068	2.827
R3	3.021	2.950	2.794
R2	2.903	2.903	2.784
R1	2.832	2.832	2.773	2.809
PP	2.785	2.785	2.785	2.773
S1	2.714	2.714	2.751	2.691
S2	2.667	2.667	2.740
S3	2.549	2.596	2.730
S4	2.431	2.478	2.697

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	2.737	0.333	12.1%	0.132	4.8%	8%	False	True	157,425
10	3.070	2.647	0.423	15.3%	0.141	5.1%	27%	False	False	168,777
20	3.070	2.610	0.460	16.7%	0.129	4.7%	33%	False	False	138,099
40	3.281	2.610	0.671	24.3%	0.129	4.7%	23%	False	False	105,568
60	3.281	2.610	0.671	24.3%	0.132	4.8%	23%	False	False	87,632
80	3.281	2.357	0.924	33.5%	0.129	4.7%	44%	False	False	76,548
100	3.281	2.357	0.924	33.5%	0.126	4.6%	44%	False	False	68,340
120	3.281	2.300	0.981	35.5%	0.116	4.2%	47%	False	False	61,315

Crabel Price Patterns
NR	True
NR4	True
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	0.034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.357
2.618	3.164
1.618	3.046
1.000	2.973
0.618	2.928
HIGH	2.855
0.618	2.810
0.500	2.796
0.382	2.782
LOW	2.737
0.618	2.664
1.000	2.619
1.618	2.546
2.618	2.428
4.250	2.236

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	2.796	2.860
PP	2.785	2.827
S1	2.773	2.795

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

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