NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	2.960	2.997	0.037	1.3%	2.970
High	3.035	3.015	-0.020	-0.7%	2.974
Low	2.922	2.921	-0.001	0.0%	2.790
Close	3.000	2.937	-0.063	-2.1%	2.963
Range	0.113	0.094	-0.019	-16.8%	0.184
ATR	0.113	0.112	-0.001	-1.2%	0.000
Volume	47,917	53,917	6,000	12.5%	233,351

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.182	2.989
R3	3.146	3.088	2.963
R2	3.052	3.052	2.954
R1	2.994	2.994	2.946	2.976
PP	2.958	2.958	2.958	2.949
S1	2.900	2.900	2.928	2.882
S2	2.864	2.864	2.920
S3	2.770	2.806	2.911
S4	2.676	2.712	2.885

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.461	3.396	3.064
R3	3.277	3.212	3.014
R2	3.093	3.093	2.997
R1	3.028	3.028	2.980	2.969
PP	2.909	2.909	2.909	2.879
S1	2.844	2.844	2.946	2.785
S2	2.725	2.725	2.929
S3	2.541	2.660	2.912
S4	2.357	2.476	2.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.035	2.790	0.245	8.3%	0.102	3.5%	60%	False	False	51,130
10	3.092	2.790	0.302	10.3%	0.110	3.7%	49%	False	False	51,143
20	3.300	2.790	0.510	17.4%	0.109	3.7%	29%	False	False	62,450
40	3.407	2.790	0.617	21.0%	0.114	3.9%	24%	False	False	48,685
60	3.407	2.650	0.757	25.8%	0.118	4.0%	38%	False	False	41,085
80	3.407	2.650	0.757	25.8%	0.113	3.9%	38%	False	False	34,931
100	3.407	2.566	0.841	28.6%	0.105	3.6%	44%	False	False	30,513
120	3.407	2.566	0.841	28.6%	0.098	3.3%	44%	False	False	26,603

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	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.415
2.618	3.261
1.618	3.167
1.000	3.109
0.618	3.073
HIGH	3.015
0.618	2.979
0.500	2.968
0.382	2.957
LOW	2.921
0.618	2.863
1.000	2.827
1.618	2.769
2.618	2.675
4.250	2.522

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	2.968	2.955
PP	2.958	2.949
S1	2.947	2.943

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

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