NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	3.898	3.960	0.062	1.6%	3.830
High	3.967	4.034	0.067	1.7%	4.048
Low	3.880	3.878	-0.002	-0.1%	3.775
Close	3.956	4.028	0.072	1.8%	3.995
Range	0.087	0.156	0.069	79.3%	0.273
ATR	0.106	0.109	0.004	3.4%	0.000
Volume	44,372	50,377	6,005	13.5%	553,064

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.448	4.394	4.114
R3	4.292	4.238	4.071
R2	4.136	4.136	4.057
R1	4.082	4.082	4.042	4.109
PP	3.980	3.980	3.980	3.994
S1	3.926	3.926	4.014	3.953
S2	3.824	3.824	3.999
S3	3.668	3.770	3.985
S4	3.512	3.614	3.942

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	4.042	3.850	0.192	4.8%	0.113	2.8%	93%	False	False	75,771
10	4.048	3.775	0.273	6.8%	0.110	2.7%	93%	False	False	82,549
20	4.048	3.390	0.658	16.3%	0.110	2.7%	97%	False	False	69,328
40	4.048	3.200	0.848	21.1%	0.105	2.6%	98%	False	False	51,073
60	4.048	3.200	0.848	21.1%	0.103	2.5%	98%	False	False	42,981
80	4.048	3.200	0.848	21.1%	0.104	2.6%	98%	False	False	37,398
100	4.048	3.114	0.934	23.2%	0.102	2.5%	98%	False	False	33,558
120	4.048	3.114	0.934	23.2%	0.099	2.5%	98%	False	False	30,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4.697
2.618	4.442
1.618	4.286
1.000	4.190
0.618	4.130
HIGH	4.034
0.618	3.974
0.500	3.956
0.382	3.938
LOW	3.878
0.618	3.782
1.000	3.722
1.618	3.626
2.618	3.470
4.250	3.215

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	4.004	4.000
PP	3.980	3.972
S1	3.956	3.945

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

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