NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	3.435	3.533	0.098	2.9%	3.460
High	3.545	3.536	-0.009	-0.3%	3.545
Low	3.423	3.469	0.046	1.3%	3.400
Close	3.536	3.514	-0.022	-0.6%	3.536
Range	0.122	0.067	-0.055	-45.1%	0.145
ATR	0.092	0.090	-0.002	-1.9%	0.000
Volume	10,306	11,741	1,435	13.9%	44,576

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.707	3.678	3.551
R3	3.640	3.611	3.532
R2	3.573	3.573	3.526
R1	3.544	3.544	3.520	3.525
PP	3.506	3.506	3.506	3.497
S1	3.477	3.477	3.508	3.458
S2	3.439	3.439	3.502
S3	3.372	3.410	3.496
S4	3.305	3.343	3.477

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.929	3.877	3.616
R3	3.784	3.732	3.576
R2	3.639	3.639	3.563
R1	3.587	3.587	3.549	3.613
PP	3.494	3.494	3.494	3.507
S1	3.442	3.442	3.523	3.468
S2	3.349	3.349	3.509
S3	3.204	3.297	3.496
S4	3.059	3.152	3.456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.545	3.400	0.145	4.1%	0.077	2.2%	79%	False	False	9,384
10	3.566	3.333	0.233	6.6%	0.093	2.6%	78%	False	False	11,549
20	3.566	3.222	0.344	9.8%	0.090	2.6%	85%	False	False	8,533
40	3.763	3.222	0.541	15.4%	0.091	2.6%	54%	False	False	7,084
60	3.763	3.222	0.541	15.4%	0.088	2.5%	54%	False	False	6,011
80	3.763	3.150	0.613	17.4%	0.088	2.5%	59%	False	False	5,228

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.821
2.618	3.711
1.618	3.644
1.000	3.603
0.618	3.577
HIGH	3.536
0.618	3.510
0.500	3.503
0.382	3.495
LOW	3.469
0.618	3.428
1.000	3.402
1.618	3.361
2.618	3.294
4.250	3.184

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	3.510	3.500
PP	3.506	3.486
S1	3.503	3.473

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

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