NYMEX Natural Gas Future November 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	2.977	3.078	0.101	3.4%	3.068
High	3.079	3.083	0.004	0.1%	3.121
Low	2.950	3.000	0.050	1.7%	2.923
Close	3.071	3.033	-0.038	-1.2%	3.071
Range	0.129	0.083	-0.046	-35.7%	0.198
ATR	0.116	0.114	-0.002	-2.1%	0.000
Volume	114,788	94,819	-19,969	-17.4%	476,665

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.288	3.243	3.079
R3	3.205	3.160	3.056
R2	3.122	3.122	3.048
R1	3.077	3.077	3.041	3.058
PP	3.039	3.039	3.039	3.029
S1	2.994	2.994	3.025	2.975
S2	2.956	2.956	3.018
S3	2.873	2.911	3.010
S4	2.790	2.828	2.987

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.632	3.550	3.180
R3	3.434	3.352	3.125
R2	3.236	3.236	3.107
R1	3.154	3.154	3.089	3.195
PP	3.038	3.038	3.038	3.059
S1	2.956	2.956	3.053	2.997
S2	2.840	2.840	3.035
S3	2.642	2.758	3.017
S4	2.444	2.560	2.962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.083	2.923	0.160	5.3%	0.099	3.3%	69%	True	False	100,079
10	3.199	2.923	0.276	9.1%	0.117	3.9%	40%	False	False	92,391
20	3.199	2.790	0.409	13.5%	0.113	3.7%	59%	False	False	71,636
40	3.407	2.790	0.617	20.3%	0.118	3.9%	39%	False	False	66,081
60	3.407	2.790	0.617	20.3%	0.116	3.8%	39%	False	False	54,138
80	3.407	2.650	0.757	25.0%	0.115	3.8%	51%	False	False	46,005
100	3.407	2.650	0.757	25.0%	0.112	3.7%	51%	False	False	40,070
120	3.407	2.566	0.841	27.7%	0.104	3.4%	56%	False	False	35,148

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.436
2.618	3.300
1.618	3.217
1.000	3.166
0.618	3.134
HIGH	3.083
0.618	3.051
0.500	3.042
0.382	3.032
LOW	3.000
0.618	2.949
1.000	2.917
1.618	2.866
2.618	2.783
4.250	2.647

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	3.042	3.023
PP	3.039	3.013
S1	3.036	3.003

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

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