NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	3.158	3.068	-0.090	-2.8%	2.812
High	3.193	3.121	-0.072	-2.3%	3.199
Low	3.053	3.008	-0.045	-1.5%	2.802
Close	3.083	3.015	-0.068	-2.2%	3.083
Range	0.140	0.113	-0.027	-19.3%	0.397
ATR	0.122	0.121	-0.001	-0.5%	0.000
Volume	71,317	71,086	-231	-0.3%	415,634

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.387	3.314	3.077
R3	3.274	3.201	3.046
R2	3.161	3.161	3.036
R1	3.088	3.088	3.025	3.068
PP	3.048	3.048	3.048	3.038
S1	2.975	2.975	3.005	2.955
S2	2.935	2.935	2.994
S3	2.822	2.862	2.984
S4	2.709	2.749	2.953

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	2.926	0.273	9.1%	0.135	4.5%	33%	False	False	84,703
10	3.199	2.802	0.397	13.2%	0.127	4.2%	54%	False	False	69,898
20	3.199	2.790	0.409	13.6%	0.119	4.0%	55%	False	False	59,240
40	3.407	2.790	0.617	20.5%	0.118	3.9%	36%	False	False	57,886
60	3.407	2.790	0.617	20.5%	0.119	3.9%	36%	False	False	47,873
80	3.407	2.650	0.757	25.1%	0.115	3.8%	48%	False	False	40,774
100	3.407	2.650	0.757	25.1%	0.112	3.7%	48%	False	False	35,734
120	3.407	2.566	0.841	27.9%	0.102	3.4%	53%	False	False	31,300

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	3.601
2.618	3.417
1.618	3.304
1.000	3.234
0.618	3.191
HIGH	3.121
0.618	3.078
0.500	3.065
0.382	3.051
LOW	3.008
0.618	2.938
1.000	2.895
1.618	2.825
2.618	2.712
4.250	2.528

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	3.065	3.104
PP	3.048	3.074
S1	3.032	3.045

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

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