NYMEX Natural Gas Future February 2013

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

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	3.355	3.510	0.155	4.6%	3.358
High	3.478	3.561	0.083	2.4%	3.424
Low	3.333	3.449	0.116	3.5%	3.245
Close	3.472	3.560	0.088	2.5%	3.253
Range	0.145	0.112	-0.033	-22.8%	0.179
ATR	0.095	0.096	0.001	1.3%	0.000
Volume	11,295	19,673	8,378	74.2%	21,064

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.859	3.822	3.622
R3	3.747	3.710	3.591
R2	3.635	3.635	3.581
R1	3.598	3.598	3.570	3.617
PP	3.523	3.523	3.523	3.533
S1	3.486	3.486	3.550	3.505
S2	3.411	3.411	3.539
S3	3.299	3.374	3.529
S4	3.187	3.262	3.498

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.844	3.728	3.351
R3	3.665	3.549	3.302
R2	3.486	3.486	3.286
R1	3.370	3.370	3.269	3.339
PP	3.307	3.307	3.307	3.292
S1	3.191	3.191	3.237	3.160
S2	3.128	3.128	3.220
S3	2.949	3.012	3.204
S4	2.770	2.833	3.155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.561	3.241	0.320	9.0%	0.111	3.1%	100%	True	False	10,012
10	3.561	3.222	0.339	9.5%	0.097	2.7%	100%	True	False	7,535
20	3.561	3.222	0.339	9.5%	0.090	2.5%	100%	True	False	6,635
40	3.763	3.222	0.541	15.2%	0.089	2.5%	62%	False	False	5,767
60	3.763	3.222	0.541	15.2%	0.090	2.5%	62%	False	False	5,089
80	3.763	3.150	0.613	17.2%	0.088	2.5%	67%	False	False	4,470

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.037
2.618	3.854
1.618	3.742
1.000	3.673
0.618	3.630
HIGH	3.561
0.618	3.518
0.500	3.505
0.382	3.492
LOW	3.449
0.618	3.380
1.000	3.337
1.618	3.268
2.618	3.156
4.250	2.973

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	3.542	3.507
PP	3.523	3.454
S1	3.505	3.401

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

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