NYMEX Natural Gas Future November 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	3.190	3.158	-0.032	-1.0%	2.812
High	3.199	3.193	-0.006	-0.2%	3.199
Low	3.089	3.053	-0.036	-1.2%	2.802
Close	3.164	3.083	-0.081	-2.6%	3.083
Range	0.110	0.140	0.030	27.3%	0.397
ATR	0.121	0.122	0.001	1.2%	0.000
Volume	103,966	71,317	-32,649	-31.4%	415,634

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.530	3.446	3.160
R3	3.390	3.306	3.122
R2	3.250	3.250	3.109
R1	3.166	3.166	3.096	3.138
PP	3.110	3.110	3.110	3.096
S1	3.026	3.026	3.070	2.998
S2	2.970	2.970	3.057
S3	2.830	2.886	3.045
S4	2.690	2.746	3.006

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.048	3.301
R3	3.822	3.651	3.192
R2	3.425	3.425	3.156
R1	3.254	3.254	3.119	3.340
PP	3.028	3.028	3.028	3.071
S1	2.857	2.857	3.047	2.943
S2	2.631	2.631	3.010
S3	2.234	2.460	2.974
S4	1.837	2.063	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.199	2.802	0.397	12.9%	0.146	4.7%	71%	False	False	83,126
10	3.199	2.802	0.397	12.9%	0.125	4.1%	71%	False	False	68,826
20	3.199	2.790	0.409	13.3%	0.117	3.8%	72%	False	False	59,190
40	3.407	2.790	0.617	20.0%	0.118	3.8%	47%	False	False	57,147
60	3.407	2.790	0.617	20.0%	0.119	3.8%	47%	False	False	47,026
80	3.407	2.650	0.757	24.6%	0.115	3.7%	57%	False	False	40,077
100	3.407	2.634	0.773	25.1%	0.112	3.6%	58%	False	False	35,113
120	3.407	2.566	0.841	27.3%	0.102	3.3%	61%	False	False	30,737

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	0.030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.788
2.618	3.560
1.618	3.420
1.000	3.333
0.618	3.280
HIGH	3.193
0.618	3.140
0.500	3.123
0.382	3.106
LOW	3.053
0.618	2.966
1.000	2.913
1.618	2.826
2.618	2.686
4.250	2.458

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	3.123	3.126
PP	3.110	3.112
S1	3.096	3.097

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

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