NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	3.555	3.460	-0.095	-2.7%	3.258
High	3.558	3.507	-0.051	-1.4%	3.566
Low	3.452	3.432	-0.020	-0.6%	3.241
Close	3.477	3.444	-0.033	-0.9%	3.477
Range	0.106	0.075	-0.031	-29.2%	0.325
ATR	0.098	0.096	-0.002	-1.7%	0.000
Volume	15,705	9,394	-6,311	-40.2%	65,422

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.686	3.640	3.485
R3	3.611	3.565	3.465
R2	3.536	3.536	3.458
R1	3.490	3.490	3.451	3.476
PP	3.461	3.461	3.461	3.454
S1	3.415	3.415	3.437	3.401
S2	3.386	3.386	3.430
S3	3.311	3.340	3.423
S4	3.236	3.265	3.403

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.403	4.265	3.656
R3	4.078	3.940	3.566
R2	3.753	3.753	3.537
R1	3.615	3.615	3.507	3.684
PP	3.428	3.428	3.428	3.463
S1	3.290	3.290	3.447	3.359
S2	3.103	3.103	3.417
S3	2.778	2.965	3.388
S4	2.453	2.640	3.298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.566	3.333	0.233	6.8%	0.108	3.1%	48%	False	False	13,714
10	3.566	3.241	0.325	9.4%	0.100	2.9%	62%	False	False	9,588
20	3.566	3.222	0.344	10.0%	0.093	2.7%	65%	False	False	7,516
40	3.763	3.222	0.541	15.7%	0.090	2.6%	41%	False	False	6,416
60	3.763	3.222	0.541	15.7%	0.091	2.6%	41%	False	False	5,562
80	3.763	3.150	0.613	17.8%	0.088	2.6%	48%	False	False	4,797

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.826
2.618	3.703
1.618	3.628
1.000	3.582
0.618	3.553
HIGH	3.507
0.618	3.478
0.500	3.470
0.382	3.461
LOW	3.432
0.618	3.386
1.000	3.357
1.618	3.311
2.618	3.236
4.250	3.113

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	3.470	3.499
PP	3.461	3.481
S1	3.453	3.462

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

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