NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	2.809	2.900	0.091	3.2%	2.929
High	2.901	2.903	0.002	0.1%	2.983
Low	2.790	2.814	0.024	0.9%	2.737
Close	2.885	2.837	-0.048	-1.7%	2.885
Range	0.111	0.089	-0.022	-19.8%	0.246
ATR	0.126	0.123	-0.003	-2.1%	0.000
Volume	141,845	77,628	-64,217	-45.3%	748,857

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.118	3.067	2.886
R3	3.029	2.978	2.861
R2	2.940	2.940	2.853
R1	2.889	2.889	2.845	2.870
PP	2.851	2.851	2.851	2.842
S1	2.800	2.800	2.829	2.781
S2	2.762	2.762	2.821
S3	2.673	2.711	2.813
S4	2.584	2.622	2.788

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.606	3.492	3.020
R3	3.360	3.246	2.953
R2	3.114	3.114	2.930
R1	3.000	3.000	2.908	2.934
PP	2.868	2.868	2.868	2.836
S1	2.754	2.754	2.862	2.688
S2	2.622	2.622	2.840
S3	2.376	2.508	2.817
S4	2.130	2.262	2.750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.916	2.737	0.179	6.3%	0.111	3.9%	56%	False	False	143,267
10	3.070	2.737	0.333	11.7%	0.126	4.4%	30%	False	False	162,312
20	3.070	2.610	0.460	16.2%	0.121	4.3%	49%	False	False	142,958
40	3.281	2.610	0.671	23.7%	0.127	4.5%	34%	False	False	111,312
60	3.281	2.610	0.671	23.7%	0.128	4.5%	34%	False	False	91,323
80	3.281	2.357	0.924	32.6%	0.128	4.5%	52%	False	False	80,257
100	3.281	2.357	0.924	32.6%	0.126	4.4%	52%	False	False	71,311
120	3.281	2.300	0.981	34.6%	0.117	4.1%	55%	False	False	63,865

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.281
2.618	3.136
1.618	3.047
1.000	2.992
0.618	2.958
HIGH	2.903
0.618	2.869
0.500	2.859
0.382	2.848
LOW	2.814
0.618	2.759
1.000	2.725
1.618	2.670
2.618	2.581
4.250	2.436

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	2.859	2.833
PP	2.851	2.829
S1	2.844	2.825

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

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