NYMEX Natural Gas Future February 2013

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

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	3.424	3.432	0.008	0.2%	3.258
High	3.499	3.467	-0.032	-0.9%	3.566
Low	3.413	3.407	-0.006	-0.2%	3.241
Close	3.426	3.422	-0.004	-0.1%	3.477
Range	0.086	0.060	-0.026	-30.2%	0.325
ATR	0.095	0.093	-0.003	-2.6%	0.000
Volume	6,859	9,021	2,162	31.5%	65,422

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.612	3.577	3.455
R3	3.552	3.517	3.439
R2	3.492	3.492	3.433
R1	3.457	3.457	3.428	3.445
PP	3.432	3.432	3.432	3.426
S1	3.397	3.397	3.417	3.385
S2	3.372	3.372	3.411
S3	3.312	3.337	3.406
S4	3.252	3.277	3.389

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	3.407	0.159	4.6%	0.086	2.5%	9%	False	True	10,696
10	3.566	3.241	0.325	9.5%	0.098	2.9%	56%	False	False	10,354
20	3.566	3.222	0.344	10.1%	0.090	2.6%	58%	False	False	7,843
40	3.763	3.222	0.541	15.8%	0.090	2.6%	37%	False	False	6,564
60	3.763	3.222	0.541	15.8%	0.090	2.6%	37%	False	False	5,687
80	3.763	3.150	0.613	17.9%	0.088	2.6%	44%	False	False	4,925

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	3.722
2.618	3.624
1.618	3.564
1.000	3.527
0.618	3.504
HIGH	3.467
0.618	3.444
0.500	3.437
0.382	3.430
LOW	3.407
0.618	3.370
1.000	3.347
1.618	3.310
2.618	3.250
4.250	3.152

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	3.437	3.457
PP	3.432	3.445
S1	3.427	3.434

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

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