NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	4.070	3.898	-0.172	-4.2%	3.980
High	4.088	3.999	-0.089	-2.2%	4.087
Low	3.886	3.898	0.012	0.3%	3.850
Close	3.901	3.983	0.082	2.1%	4.069
Range	0.202	0.101	-0.101	-50.0%	0.237
ATR	0.115	0.114	-0.001	-0.9%	0.000
Volume	46,399	55,156	8,757	18.9%	267,254

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.263	4.224	4.039
R3	4.162	4.123	4.011
R2	4.061	4.061	4.002
R1	4.022	4.022	3.992	4.042
PP	3.960	3.960	3.960	3.970
S1	3.921	3.921	3.974	3.941
S2	3.859	3.859	3.964
S3	3.758	3.820	3.955
S4	3.657	3.719	3.927

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	4.088	3.878	0.210	5.3%	0.128	3.2%	50%	False	False	49,771
10	4.088	3.850	0.238	6.0%	0.118	3.0%	56%	False	False	74,288
20	4.088	3.530	0.558	14.0%	0.116	2.9%	81%	False	False	71,592
40	4.088	3.200	0.888	22.3%	0.106	2.7%	88%	False	False	52,846
60	4.088	3.200	0.888	22.3%	0.105	2.6%	88%	False	False	44,614
80	4.088	3.200	0.888	22.3%	0.104	2.6%	88%	False	False	38,454
100	4.088	3.114	0.974	24.5%	0.103	2.6%	89%	False	False	34,607
120	4.088	3.114	0.974	24.5%	0.101	2.5%	89%	False	False	31,523

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.428
2.618	4.263
1.618	4.162
1.000	4.100
0.618	4.061
HIGH	3.999
0.618	3.960
0.500	3.949
0.382	3.937
LOW	3.898
0.618	3.836
1.000	3.797
1.618	3.735
2.618	3.634
4.250	3.469

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	3.972	3.987
PP	3.960	3.986
S1	3.949	3.984

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

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