NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	3.564	3.630	0.066	1.9%	3.463
High	3.650	3.716	0.066	1.8%	3.528
Low	3.557	3.630	0.073	2.1%	3.383
Close	3.640	3.711	0.071	2.0%	3.520
Range	0.093	0.086	-0.007	-7.5%	0.145
ATR	0.088	0.088	0.000	-0.1%	0.000
Volume	9,523	17,203	7,680	80.6%	59,526

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.944	3.913	3.758
R3	3.858	3.827	3.735
R2	3.772	3.772	3.727
R1	3.741	3.741	3.719	3.757
PP	3.686	3.686	3.686	3.693
S1	3.655	3.655	3.703	3.671
S2	3.600	3.600	3.695
S3	3.514	3.569	3.687
S4	3.428	3.483	3.664

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	3.716	3.414	0.302	8.1%	0.083	2.2%	98%	True	False	12,077
10	3.716	3.383	0.333	9.0%	0.080	2.2%	98%	True	False	12,519
20	3.716	3.224	0.492	13.3%	0.089	2.4%	99%	True	False	12,435
40	3.716	3.210	0.506	13.6%	0.086	2.3%	99%	True	False	9,966
60	3.722	3.210	0.512	13.8%	0.087	2.3%	98%	False	False	8,675

Crabel Price Patterns
NR	True
NR4	False
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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.082
2.618	3.941
1.618	3.855
1.000	3.802
0.618	3.769
HIGH	3.716
0.618	3.683
0.500	3.673
0.382	3.663
LOW	3.630
0.618	3.577
1.000	3.544
1.618	3.491
2.618	3.405
4.250	3.265

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	3.698	3.679
PP	3.686	3.646
S1	3.673	3.614

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

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