NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	3.352	3.498	0.146	4.4%	3.321
High	3.466	3.546	0.080	2.3%	3.401
Low	3.321	3.441	0.120	3.6%	3.229
Close	3.459	3.545	0.086	2.5%	3.243
Range	0.145	0.105	-0.040	-27.6%	0.172
ATR	0.093	0.094	0.001	0.9%	0.000
Volume	13,851	41,888	28,037	202.4%	39,161

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.826	3.790	3.603
R3	3.721	3.685	3.574
R2	3.616	3.616	3.564
R1	3.580	3.580	3.555	3.598
PP	3.511	3.511	3.511	3.520
S1	3.475	3.475	3.535	3.493
S2	3.406	3.406	3.526
S3	3.301	3.370	3.516
S4	3.196	3.265	3.487

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.807	3.697	3.338
R3	3.635	3.525	3.290
R2	3.463	3.463	3.275
R1	3.353	3.353	3.259	3.322
PP	3.291	3.291	3.291	3.276
S1	3.181	3.181	3.227	3.150
S2	3.119	3.119	3.211
S3	2.947	3.009	3.196
S4	2.775	2.837	3.148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.546	3.224	0.322	9.1%	0.106	3.0%	100%	True	False	19,806
10	3.546	3.205	0.341	9.6%	0.091	2.6%	100%	True	False	14,031
20	3.546	3.205	0.341	9.6%	0.088	2.5%	100%	True	False	10,886
40	3.690	3.205	0.485	13.7%	0.090	2.5%	70%	False	False	10,599

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.992
2.618	3.821
1.618	3.716
1.000	3.651
0.618	3.611
HIGH	3.546
0.618	3.506
0.500	3.494
0.382	3.481
LOW	3.441
0.618	3.376
1.000	3.336
1.618	3.271
2.618	3.166
4.250	2.995

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	3.528	3.492
PP	3.511	3.438
S1	3.494	3.385

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

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