NYMEX Natural Gas Future February 2013

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Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary Previous Current 19-Sep-2012 20-Sep-2012 Change Change % Previous Week Open 3.432 3.403 -0.029 -0.8% 3.258 High 3.467 3.448 -0.019 -0.5% 3.566 Low 3.407 3.400 -0.007 -0.2% 3.241 Close 3.422 3.434 0.012 0.4% 3.477 Range 0.060 0.048 -0.012 -20.0% 0.325 ATR 0.093 0.090 -0.003 -3.4% 0.000 Volume 9,021 8,996 -25 -0.3% 65,422
Daily Pivots for day following 20-Sep-2012 Classic Woodie Camarilla DeMark R4 3.571 3.551 3.460 R3 3.523 3.503 3.447 R2 3.475 3.475 3.443 R1 3.455 3.455 3.438 3.465 PP 3.427 3.427 3.427 3.433 S1 3.407 3.407 3.430 3.417 S2 3.379 3.379 3.425 S3 3.331 3.359 3.421 S4 3.283 3.311 3.408	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 3.558 3.400 0.158 4.6% 0.075 2.2% 22% False True 9,995 10 3.566 3.241 0.325 9.5% 0.092 2.7% 59% False False 10,835 20 3.566 3.222 0.344 10.0% 0.090 2.6% 62% False False 7,950 40 3.763 3.222 0.541 15.8% 0.089 2.6% 39% False False 6,693 60 3.763 3.222 0.541 15.8% 0.090 2.6% 39% False False 5,786 80 3.763 3.150 0.613 17.9% 0.088 2.6% 46% False False 5,009
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 True 3BNR False 4BNR False 8BNR False Bear Hook True Bull Hook False Stretch 0.018 Narrowest range in 25 trading days	Fibonacci Retracements and Extensions 4.250 3.652 2.618 3.574 1.618 3.526 1.000 3.496 0.618 3.478 HIGH 3.448 0.618 3.430 0.500 3.424 0.382 3.418 LOW 3.400 0.618 3.370 1.000 3.352 1.618 3.322 2.618 3.274 4.250 3.196
Fisher Pivots for day following 20-Sep-2012 Pivot 1 day 3 day R1 3.431 3.450 PP 3.427 3.444 S1 3.424 3.439

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