NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	3.134	3.181	0.047	1.5%	3.246
High	3.201	3.230	0.029	0.9%	3.250
Low	3.100	3.144	0.044	1.4%	3.055
Close	3.186	3.220	0.034	1.1%	3.220
Range	0.101	0.086	-0.015	-14.9%	0.195
ATR	0.106	0.105	-0.001	-1.3%	0.000
Volume	35,753	32,191	-3,562	-10.0%	140,250

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.456	3.424	3.267
R3	3.370	3.338	3.244
R2	3.284	3.284	3.236
R1	3.252	3.252	3.228	3.268
PP	3.198	3.198	3.198	3.206
S1	3.166	3.166	3.212	3.182
S2	3.112	3.112	3.204
S3	3.026	3.080	3.196
S4	2.940	2.994	3.173

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.760	3.685	3.327
R3	3.565	3.490	3.274
R2	3.370	3.370	3.256
R1	3.295	3.295	3.238	3.235
PP	3.175	3.175	3.175	3.145
S1	3.100	3.100	3.202	3.040
S2	2.980	2.980	3.184
S3	2.785	2.905	3.166
S4	2.590	2.710	3.113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.250	3.055	0.195	6.1%	0.095	3.0%	85%	False	False	28,050
10	3.359	3.055	0.304	9.4%	0.104	3.2%	54%	False	False	25,773
20	3.544	3.055	0.489	15.2%	0.104	3.2%	34%	False	False	25,002
40	3.631	3.055	0.576	17.9%	0.105	3.3%	29%	False	False	21,948
60	3.631	2.962	0.669	20.8%	0.108	3.3%	39%	False	False	19,865
80	3.631	2.962	0.669	20.8%	0.104	3.2%	39%	False	False	17,792
100	3.631	2.909	0.722	22.4%	0.097	3.0%	43%	False	False	16,086

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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.596
2.618	3.455
1.618	3.369
1.000	3.316
0.618	3.283
HIGH	3.230
0.618	3.197
0.500	3.187
0.382	3.177
LOW	3.144
0.618	3.091
1.000	3.058
1.618	3.005
2.618	2.919
4.250	2.779

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	3.209	3.194
PP	3.198	3.168
S1	3.187	3.143

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

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