NYMEX Natural Gas Future January 2013

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

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	3.960	4.023	0.063	1.6%	3.980
High	4.034	4.087	0.053	1.3%	4.087
Low	3.878	3.994	0.116	3.0%	3.850
Close	4.028	4.069	0.041	1.0%	4.069
Range	0.156	0.093	-0.063	-40.4%	0.237
ATR	0.109	0.108	-0.001	-1.1%	0.000
Volume	50,377	52,551	2,174	4.3%	267,254

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.329	4.292	4.120
R3	4.236	4.199	4.095
R2	4.143	4.143	4.086
R1	4.106	4.106	4.078	4.125
PP	4.050	4.050	4.050	4.059
S1	4.013	4.013	4.060	4.032
S2	3.957	3.957	4.052
S3	3.864	3.920	4.043
S4	3.771	3.827	4.018

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.713	4.628	4.199
R3	4.476	4.391	4.134
R2	4.239	4.239	4.112
R1	4.154	4.154	4.091	4.197
PP	4.002	4.002	4.002	4.023
S1	3.917	3.917	4.047	3.960
S2	3.765	3.765	4.026
S3	3.528	3.680	4.004
S4	3.291	3.443	3.939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.087	3.850	0.237	5.8%	0.114	2.8%	92%	True	False	53,450
10	4.087	3.775	0.312	7.7%	0.111	2.7%	94%	True	False	82,031
20	4.087	3.438	0.649	15.9%	0.108	2.7%	97%	True	False	70,121
40	4.087	3.200	0.887	21.8%	0.104	2.6%	98%	True	False	51,785
60	4.087	3.200	0.887	21.8%	0.103	2.5%	98%	True	False	43,536
80	4.087	3.200	0.887	21.8%	0.103	2.5%	98%	True	False	37,874
100	4.087	3.114	0.973	23.9%	0.102	2.5%	98%	True	False	33,963
120	4.087	3.114	0.973	23.9%	0.100	2.5%	98%	True	False	30,958

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.482
2.618	4.330
1.618	4.237
1.000	4.180
0.618	4.144
HIGH	4.087
0.618	4.051
0.500	4.041
0.382	4.030
LOW	3.994
0.618	3.937
1.000	3.901
1.618	3.844
2.618	3.751
4.250	3.599

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	4.060	4.040
PP	4.050	4.011
S1	4.041	3.983

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

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