NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	3.284	3.255	-0.029	-0.9%	3.069
High	3.330	3.289	-0.041	-1.2%	3.418
Low	3.230	3.210	-0.020	-0.6%	3.057
Close	3.243	3.235	-0.008	-0.2%	3.323
Range	0.100	0.079	-0.021	-21.0%	0.361
ATR	0.110	0.108	-0.002	-2.0%	0.000
Volume	35,772	48,148	12,376	34.6%	258,286

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.482	3.437	3.278
R3	3.403	3.358	3.257
R2	3.324	3.324	3.249
R1	3.279	3.279	3.242	3.262
PP	3.245	3.245	3.245	3.236
S1	3.200	3.200	3.228	3.183
S2	3.166	3.166	3.221
S3	3.087	3.121	3.213
S4	3.008	3.042	3.192

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.349	4.197	3.522
R3	3.988	3.836	3.422
R2	3.627	3.627	3.389
R1	3.475	3.475	3.356	3.551
PP	3.266	3.266	3.266	3.304
S1	3.114	3.114	3.290	3.190
S2	2.905	2.905	3.257
S3	2.544	2.753	3.224
S4	2.183	2.392	3.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.418	3.210	0.208	6.4%	0.102	3.2%	12%	False	True	45,695
10	3.418	3.055	0.363	11.2%	0.114	3.5%	50%	False	False	45,234
20	3.418	3.055	0.363	11.2%	0.107	3.3%	50%	False	False	36,621
40	3.631	3.055	0.576	17.8%	0.108	3.3%	31%	False	False	29,511
60	3.631	3.055	0.576	17.8%	0.109	3.4%	31%	False	False	25,155
80	3.631	2.962	0.669	20.7%	0.106	3.3%	41%	False	False	22,259
100	3.631	2.962	0.669	20.7%	0.104	3.2%	41%	False	False	19,927
120	3.631	2.909	0.722	22.3%	0.096	3.0%	45%	False	False	18,148

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.032
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.625
2.618	3.496
1.618	3.417
1.000	3.368
0.618	3.338
HIGH	3.289
0.618	3.259
0.500	3.250
0.382	3.240
LOW	3.210
0.618	3.161
1.000	3.131
1.618	3.082
2.618	3.003
4.250	2.874

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	3.250	3.286
PP	3.245	3.269
S1	3.240	3.252

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

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