NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	3.927	4.037	0.110	2.8%	3.830
High	4.048	4.042	-0.006	-0.1%	4.048
Low	3.916	3.954	0.038	1.0%	3.775
Close	4.030	3.995	-0.035	-0.9%	3.995
Range	0.132	0.088	-0.044	-33.3%	0.273
ATR	0.107	0.106	-0.001	-1.3%	0.000
Volume	106,246	164,153	57,907	54.5%	553,064

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.261	4.216	4.043
R3	4.173	4.128	4.019
R2	4.085	4.085	4.011
R1	4.040	4.040	4.003	4.019
PP	3.997	3.997	3.997	3.986
S1	3.952	3.952	3.987	3.931
S2	3.909	3.909	3.979
S3	3.821	3.864	3.971
S4	3.733	3.776	3.947

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.758	4.650	4.145
R3	4.485	4.377	4.070
R2	4.212	4.212	4.045
R1	4.104	4.104	4.020	4.158
PP	3.939	3.939	3.939	3.967
S1	3.831	3.831	3.970	3.885
S2	3.666	3.666	3.945
S3	3.393	3.558	3.920
S4	3.120	3.285	3.845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.048	3.775	0.273	6.8%	0.108	2.7%	81%	False	False	110,612
10	4.048	3.753	0.295	7.4%	0.114	2.9%	82%	False	False	91,525
20	4.048	3.359	0.689	17.2%	0.101	2.5%	92%	False	False	65,193
40	4.048	3.200	0.848	21.2%	0.102	2.5%	94%	False	False	48,466
60	4.048	3.200	0.848	21.2%	0.100	2.5%	94%	False	False	41,249
80	4.048	3.200	0.848	21.2%	0.102	2.6%	94%	False	False	35,688
100	4.048	3.114	0.934	23.4%	0.101	2.5%	94%	False	False	32,172
120	4.048	3.114	0.934	23.4%	0.099	2.5%	94%	False	False	29,299

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	4.416
2.618	4.272
1.618	4.184
1.000	4.130
0.618	4.096
HIGH	4.042
0.618	4.008
0.500	3.998
0.382	3.988
LOW	3.954
0.618	3.900
1.000	3.866
1.618	3.812
2.618	3.724
4.250	3.580

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	3.998	3.985
PP	3.997	3.974
S1	3.996	3.964

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

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