NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	3.471	3.552	0.081	2.3%	3.364
High	3.552	3.552	0.000	0.0%	3.413
Low	3.447	3.454	0.007	0.2%	3.230
Close	3.550	3.521	-0.029	-0.8%	3.245
Range	0.105	0.098	-0.007	-6.7%	0.183
ATR	0.094	0.094	0.000	0.3%	0.000
Volume	33,758	21,362	-12,396	-36.7%	28,680

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.803	3.760	3.575
R3	3.705	3.662	3.548
R2	3.607	3.607	3.539
R1	3.564	3.564	3.530	3.537
PP	3.509	3.509	3.509	3.495
S1	3.466	3.466	3.512	3.439
S2	3.411	3.411	3.503
S3	3.313	3.368	3.494
S4	3.215	3.270	3.467

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	3.552	3.224	0.328	9.3%	0.110	3.1%	91%	True	False	18,410
10	3.552	3.224	0.328	9.3%	0.097	2.8%	91%	True	False	12,351
20	3.552	3.210	0.342	9.7%	0.089	2.5%	91%	True	False	9,504
40	3.722	3.210	0.512	14.5%	0.085	2.4%	61%	False	False	8,519
60	3.722	3.210	0.512	14.5%	0.089	2.5%	61%	False	False	7,376

Crabel Price Patterns
NR	True
NR4	True
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	0.017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.969
2.618	3.809
1.618	3.711
1.000	3.650
0.618	3.613
HIGH	3.552
0.618	3.515
0.500	3.503
0.382	3.491
LOW	3.454
0.618	3.393
1.000	3.356
1.618	3.295
2.618	3.197
4.250	3.038

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	3.515	3.493
PP	3.509	3.466
S1	3.503	3.438

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

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