NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	3.532	3.574	0.042	1.2%	3.460
High	3.573	3.670	0.097	2.7%	3.545
Low	3.521	3.570	0.049	1.4%	3.400
Close	3.567	3.659	0.092	2.6%	3.536
Range	0.052	0.100	0.048	92.3%	0.145
ATR	0.088	0.089	0.001	1.2%	0.000
Volume	9,233	7,248	-1,985	-21.5%	44,576

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.933	3.896	3.714
R3	3.833	3.796	3.687
R2	3.733	3.733	3.677
R1	3.696	3.696	3.668	3.715
PP	3.633	3.633	3.633	3.642
S1	3.596	3.596	3.650	3.615
S2	3.533	3.533	3.641
S3	3.433	3.496	3.632
S4	3.333	3.396	3.604

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	3.670	3.400	0.270	7.4%	0.078	2.1%	96%	True	False	9,504
10	3.670	3.400	0.270	7.4%	0.082	2.2%	96%	True	False	10,100
20	3.670	3.222	0.448	12.2%	0.089	2.4%	98%	True	False	8,817
40	3.715	3.222	0.493	13.5%	0.089	2.4%	89%	False	False	7,233
60	3.763	3.222	0.541	14.8%	0.088	2.4%	81%	False	False	6,129
80	3.763	3.150	0.613	16.8%	0.088	2.4%	83%	False	False	5,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.095
2.618	3.932
1.618	3.832
1.000	3.770
0.618	3.732
HIGH	3.670
0.618	3.632
0.500	3.620
0.382	3.608
LOW	3.570
0.618	3.508
1.000	3.470
1.618	3.408
2.618	3.308
4.250	3.145

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	3.646	3.629
PP	3.633	3.599
S1	3.620	3.570

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

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