NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	3.339	3.293	-0.046	-1.4%	3.364
High	3.388	3.293	-0.095	-2.8%	3.413
Low	3.290	3.230	-0.060	-1.8%	3.230
Close	3.309	3.245	-0.064	-1.9%	3.245
Range	0.098	0.063	-0.035	-35.7%	0.183
ATR	0.086	0.085	0.000	-0.6%	0.000
Volume	5,426	9,829	4,403	81.1%	28,680

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.445	3.408	3.280
R3	3.382	3.345	3.262
R2	3.319	3.319	3.257
R1	3.282	3.282	3.251	3.269
PP	3.256	3.256	3.256	3.250
S1	3.219	3.219	3.239	3.206
S2	3.193	3.193	3.233
S3	3.130	3.156	3.228
S4	3.067	3.093	3.210

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.845	3.728	3.346
R3	3.662	3.545	3.295
R2	3.479	3.479	3.279
R1	3.362	3.362	3.262	3.329
PP	3.296	3.296	3.296	3.280
S1	3.179	3.179	3.228	3.146
S2	3.113	3.113	3.211
S3	2.930	2.996	3.195
S4	2.747	2.813	3.144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.413	3.230	0.183	5.6%	0.081	2.5%	8%	False	True	6,859
10	3.437	3.210	0.227	7.0%	0.081	2.5%	15%	False	False	7,044
20	3.495	3.210	0.285	8.8%	0.076	2.3%	12%	False	False	7,493
40	3.722	3.210	0.512	15.8%	0.082	2.5%	7%	False	False	7,004
60	3.722	3.129	0.593	18.3%	0.088	2.7%	20%	False	False	6,412

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.561
2.618	3.458
1.618	3.395
1.000	3.356
0.618	3.332
HIGH	3.293
0.618	3.269
0.500	3.262
0.382	3.254
LOW	3.230
0.618	3.191
1.000	3.167
1.618	3.128
2.618	3.065
4.250	2.962

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	3.262	3.314
PP	3.256	3.291
S1	3.251	3.268

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

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