NYMEX Natural Gas Future February 2013

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

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	3.460	3.424	-0.036	-1.0%	3.258
High	3.507	3.499	-0.008	-0.2%	3.566
Low	3.432	3.413	-0.019	-0.6%	3.241
Close	3.444	3.426	-0.018	-0.5%	3.477
Range	0.075	0.086	0.011	14.7%	0.325
ATR	0.096	0.095	-0.001	-0.7%	0.000
Volume	9,394	6,859	-2,535	-27.0%	65,422

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.704	3.651	3.473
R3	3.618	3.565	3.450
R2	3.532	3.532	3.442
R1	3.479	3.479	3.434	3.506
PP	3.446	3.446	3.446	3.459
S1	3.393	3.393	3.418	3.420
S2	3.360	3.360	3.410
S3	3.274	3.307	3.402
S4	3.188	3.221	3.379

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	3.413	0.153	4.5%	0.097	2.8%	8%	False	True	12,826
10	3.566	3.241	0.325	9.5%	0.099	2.9%	57%	False	False	9,887
20	3.566	3.222	0.344	10.0%	0.093	2.7%	59%	False	False	7,625
40	3.763	3.222	0.541	15.8%	0.090	2.6%	38%	False	False	6,475
60	3.763	3.222	0.541	15.8%	0.091	2.6%	38%	False	False	5,622
80	3.763	3.150	0.613	17.9%	0.088	2.6%	45%	False	False	4,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.865
2.618	3.724
1.618	3.638
1.000	3.585
0.618	3.552
HIGH	3.499
0.618	3.466
0.500	3.456
0.382	3.446
LOW	3.413
0.618	3.360
1.000	3.327
1.618	3.274
2.618	3.188
4.250	3.048

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	3.456	3.486
PP	3.446	3.466
S1	3.436	3.446

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

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