NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	3.436	3.398	-0.038	-1.1%	3.225
High	3.488	3.454	-0.034	-1.0%	3.552
Low	3.410	3.383	-0.027	-0.8%	3.224
Close	3.419	3.417	-0.002	-0.1%	3.466
Range	0.078	0.071	-0.007	-9.0%	0.328
ATR	0.094	0.092	-0.002	-1.7%	0.000
Volume	11,395	10,867	-528	-4.6%	97,523

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.631	3.595	3.456
R3	3.560	3.524	3.437
R2	3.489	3.489	3.430
R1	3.453	3.453	3.424	3.471
PP	3.418	3.418	3.418	3.427
S1	3.382	3.382	3.410	3.400
S2	3.347	3.347	3.404
S3	3.276	3.311	3.397
S4	3.205	3.240	3.378

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.398	4.260	3.646
R3	4.070	3.932	3.556
R2	3.742	3.742	3.526
R1	3.604	3.604	3.496	3.673
PP	3.414	3.414	3.414	3.449
S1	3.276	3.276	3.436	3.345
S2	3.086	3.086	3.406
S3	2.758	2.948	3.376
S4	2.430	2.620	3.286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.552	3.383	0.169	4.9%	0.089	2.6%	20%	False	True	15,160
10	3.552	3.224	0.328	9.6%	0.100	2.9%	59%	False	False	15,192
20	3.552	3.210	0.342	10.0%	0.090	2.6%	61%	False	False	10,948
40	3.722	3.210	0.512	15.0%	0.086	2.5%	40%	False	False	9,114
60	3.722	3.210	0.512	15.0%	0.088	2.6%	40%	False	False	8,019

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	0.020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.756
2.618	3.640
1.618	3.569
1.000	3.525
0.618	3.498
HIGH	3.454
0.618	3.427
0.500	3.419
0.382	3.410
LOW	3.383
0.618	3.339
1.000	3.312
1.618	3.268
2.618	3.197
4.250	3.081

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	3.419	3.447
PP	3.418	3.437
S1	3.418	3.427

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

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