NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	3.293	3.225	-0.068	-2.1%	3.364
High	3.293	3.363	0.070	2.1%	3.413
Low	3.230	3.224	-0.006	-0.2%	3.230
Close	3.245	3.346	0.101	3.1%	3.245
Range	0.063	0.139	0.076	120.6%	0.183
ATR	0.085	0.089	0.004	4.5%	0.000
Volume	9,829	9,772	-57	-0.6%	28,680

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.728	3.676	3.422
R3	3.589	3.537	3.384
R2	3.450	3.450	3.371
R1	3.398	3.398	3.359	3.424
PP	3.311	3.311	3.311	3.324
S1	3.259	3.259	3.333	3.285
S2	3.172	3.172	3.321
S3	3.033	3.120	3.308
S4	2.894	2.981	3.270

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	3.224	0.189	5.6%	0.093	2.8%	65%	False	True	7,690
10	3.413	3.210	0.203	6.1%	0.087	2.6%	67%	False	False	7,026
20	3.479	3.210	0.269	8.0%	0.080	2.4%	51%	False	False	7,294
40	3.722	3.210	0.512	15.3%	0.084	2.5%	27%	False	False	7,020
60	3.722	3.210	0.512	15.3%	0.087	2.6%	27%	False	False	6,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.954
2.618	3.727
1.618	3.588
1.000	3.502
0.618	3.449
HIGH	3.363
0.618	3.310
0.500	3.294
0.382	3.277
LOW	3.224
0.618	3.138
1.000	3.085
1.618	2.999
2.618	2.860
4.250	2.633

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	3.329	3.333
PP	3.311	3.319
S1	3.294	3.306

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

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