NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	3.533	3.532	-0.001	0.0%	3.460
High	3.536	3.573	0.037	1.0%	3.545
Low	3.469	3.521	0.052	1.5%	3.400
Close	3.514	3.567	0.053	1.5%	3.536
Range	0.067	0.052	-0.015	-22.4%	0.145
ATR	0.090	0.088	-0.002	-2.5%	0.000
Volume	11,741	9,233	-2,508	-21.4%	44,576

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.710	3.690	3.596
R3	3.658	3.638	3.581
R2	3.606	3.606	3.577
R1	3.586	3.586	3.572	3.596
PP	3.554	3.554	3.554	3.559
S1	3.534	3.534	3.562	3.544
S2	3.502	3.502	3.557
S3	3.450	3.482	3.553
S4	3.398	3.430	3.538

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	3.573	3.400	0.173	4.9%	0.070	2.0%	97%	True	False	9,859
10	3.573	3.400	0.173	4.9%	0.083	2.3%	97%	True	False	11,343
20	3.573	3.222	0.351	9.8%	0.088	2.5%	98%	True	False	8,747
40	3.763	3.222	0.541	15.2%	0.089	2.5%	64%	False	False	7,220
60	3.763	3.222	0.541	15.2%	0.088	2.5%	64%	False	False	6,086
80	3.763	3.150	0.613	17.2%	0.088	2.5%	68%	False	False	5,312

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.794
2.618	3.709
1.618	3.657
1.000	3.625
0.618	3.605
HIGH	3.573
0.618	3.553
0.500	3.547
0.382	3.541
LOW	3.521
0.618	3.489
1.000	3.469
1.618	3.437
2.618	3.385
4.250	3.300

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	3.560	3.544
PP	3.554	3.521
S1	3.547	3.498

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

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