NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	3.630	3.711	0.081	2.2%	3.497
High	3.716	3.758	0.042	1.1%	3.758
Low	3.630	3.688	0.058	1.6%	3.458
Close	3.711	3.752	0.041	1.1%	3.752
Range	0.086	0.070	-0.016	-18.6%	0.300
ATR	0.088	0.086	-0.001	-1.4%	0.000
Volume	17,203	21,009	3,806	22.1%	71,379

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.943	3.917	3.791
R3	3.873	3.847	3.771
R2	3.803	3.803	3.765
R1	3.777	3.777	3.758	3.790
PP	3.733	3.733	3.733	3.739
S1	3.707	3.707	3.746	3.720
S2	3.663	3.663	3.739
S3	3.593	3.637	3.733
S4	3.523	3.567	3.714

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.454	3.917
R3	4.256	4.154	3.835
R2	3.956	3.956	3.807
R1	3.854	3.854	3.780	3.905
PP	3.656	3.656	3.656	3.682
S1	3.554	3.554	3.725	3.605
S2	3.356	3.356	3.697
S3	3.056	3.254	3.670
S4	2.756	2.954	3.587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.758	3.458	0.300	8.0%	0.074	2.0%	98%	True	False	14,275
10	3.758	3.383	0.375	10.0%	0.076	2.0%	98%	True	False	13,090
20	3.758	3.224	0.534	14.2%	0.088	2.4%	99%	True	False	13,136
40	3.758	3.210	0.548	14.6%	0.083	2.2%	99%	True	False	10,337
60	3.758	3.210	0.548	14.6%	0.087	2.3%	99%	True	False	8,975

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 3 trading days

Fibonacci Retracements and Extensions
4.250	4.056
2.618	3.941
1.618	3.871
1.000	3.828
0.618	3.801
HIGH	3.758
0.618	3.731
0.500	3.723
0.382	3.715
LOW	3.688
0.618	3.645
1.000	3.618
1.618	3.575
2.618	3.505
4.250	3.391

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	3.742	3.721
PP	3.733	3.689
S1	3.723	3.658

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

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