NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	3.364	3.398	0.034	1.0%	3.367
High	3.413	3.398	-0.015	-0.4%	3.388
Low	3.315	3.329	0.014	0.4%	3.210
Close	3.387	3.340	-0.047	-1.4%	3.364
Range	0.098	0.069	-0.029	-29.6%	0.178
ATR	0.086	0.085	-0.001	-1.4%	0.000
Volume	5,567	7,858	2,291	41.2%	31,813

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.563	3.520	3.378
R3	3.494	3.451	3.359
R2	3.425	3.425	3.353
R1	3.382	3.382	3.346	3.369
PP	3.356	3.356	3.356	3.349
S1	3.313	3.313	3.334	3.300
S2	3.287	3.287	3.327
S3	3.218	3.244	3.321
S4	3.149	3.175	3.302

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.855	3.787	3.462
R3	3.677	3.609	3.413
R2	3.499	3.499	3.397
R1	3.431	3.431	3.380	3.376
PP	3.321	3.321	3.321	3.293
S1	3.253	3.253	3.348	3.198
S2	3.143	3.143	3.331
S3	2.965	3.075	3.315
S4	2.787	2.897	3.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.413	3.210	0.203	6.1%	0.081	2.4%	64%	False	False	6,651
10	3.453	3.210	0.243	7.3%	0.080	2.4%	53%	False	False	6,705
20	3.658	3.210	0.448	13.4%	0.078	2.3%	29%	False	False	7,638
40	3.722	3.210	0.512	15.3%	0.083	2.5%	25%	False	False	6,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.691
2.618	3.579
1.618	3.510
1.000	3.467
0.618	3.441
HIGH	3.398
0.618	3.372
0.500	3.364
0.382	3.355
LOW	3.329
0.618	3.286
1.000	3.260
1.618	3.217
2.618	3.148
4.250	3.036

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	3.364	3.355
PP	3.356	3.350
S1	3.348	3.345

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

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