NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	3.476	3.384	-0.092	-2.6%	3.368
High	3.477	3.386	-0.091	-2.6%	3.477
Low	3.346	3.280	-0.066	-2.0%	3.332
Close	3.350	3.285	-0.065	-1.9%	3.350
Range	0.131	0.106	-0.025	-19.1%	0.145
ATR	0.102	0.103	0.000	0.3%	0.000
Volume	34,535	24,571	-9,964	-28.9%	137,287

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.635	3.566	3.343
R3	3.529	3.460	3.314
R2	3.423	3.423	3.304
R1	3.354	3.354	3.295	3.336
PP	3.317	3.317	3.317	3.308
S1	3.248	3.248	3.275	3.230
S2	3.211	3.211	3.266
S3	3.105	3.142	3.256
S4	2.999	3.036	3.227

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.821	3.731	3.430
R3	3.676	3.586	3.390
R2	3.531	3.531	3.377
R1	3.441	3.441	3.363	3.414
PP	3.386	3.386	3.386	3.373
S1	3.296	3.296	3.337	3.269
S2	3.241	3.241	3.323
S3	3.096	3.151	3.310
S4	2.951	3.006	3.270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.477	3.280	0.197	6.0%	0.109	3.3%	3%	False	True	28,532
10	3.482	3.280	0.202	6.1%	0.094	2.9%	2%	False	True	25,826
20	3.750	3.280	0.470	14.3%	0.103	3.1%	1%	False	True	28,149
40	3.750	3.280	0.470	14.3%	0.102	3.1%	1%	False	True	24,062
60	3.750	3.114	0.636	19.4%	0.101	3.1%	27%	False	False	22,448
80	3.750	3.114	0.636	19.4%	0.098	3.0%	27%	False	False	20,861

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.837
2.618	3.664
1.618	3.558
1.000	3.492
0.618	3.452
HIGH	3.386
0.618	3.346
0.500	3.333
0.382	3.320
LOW	3.280
0.618	3.214
1.000	3.174
1.618	3.108
2.618	3.002
4.250	2.830

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	3.333	3.379
PP	3.317	3.347
S1	3.301	3.316

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

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