NYMEX Natural Gas Future February 2013

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

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