NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	3.435	3.414	-0.021	-0.6%	3.463
High	3.440	3.528	0.088	2.6%	3.528
Low	3.397	3.414	0.017	0.5%	3.383
Close	3.424	3.520	0.096	2.8%	3.520
Range	0.043	0.114	0.071	165.1%	0.145
ATR	0.089	0.090	0.002	2.1%	0.000
Volume	10,366	10,017	-349	-3.4%	59,526

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.829	3.789	3.583
R3	3.715	3.675	3.551
R2	3.601	3.601	3.541
R1	3.561	3.561	3.530	3.581
PP	3.487	3.487	3.487	3.498
S1	3.447	3.447	3.510	3.467
S2	3.373	3.373	3.499
S3	3.259	3.333	3.489
S4	3.145	3.219	3.457

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.912	3.861	3.600
R3	3.767	3.716	3.560
R2	3.622	3.622	3.547
R1	3.571	3.571	3.533	3.597
PP	3.477	3.477	3.477	3.490
S1	3.426	3.426	3.507	3.452
S2	3.332	3.332	3.493
S3	3.187	3.281	3.480
S4	3.042	3.136	3.440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.528	3.383	0.145	4.1%	0.078	2.2%	94%	True	False	11,905
10	3.552	3.224	0.328	9.3%	0.099	2.8%	90%	False	False	15,704
20	3.552	3.210	0.342	9.7%	0.090	2.6%	91%	False	False	11,374
40	3.722	3.210	0.512	14.5%	0.086	2.5%	61%	False	False	9,373
60	3.722	3.210	0.512	14.5%	0.087	2.5%	61%	False	False	8,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.013
2.618	3.826
1.618	3.712
1.000	3.642
0.618	3.598
HIGH	3.528
0.618	3.484
0.500	3.471
0.382	3.458
LOW	3.414
0.618	3.344
1.000	3.300
1.618	3.230
2.618	3.116
4.250	2.930

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	3.504	3.499
PP	3.487	3.477
S1	3.471	3.456

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

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