NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	3.405	3.428	0.023	0.7%	3.229
High	3.453	3.438	-0.015	-0.4%	3.550
Low	3.392	3.390	-0.002	-0.1%	3.224
Close	3.414	3.421	0.007	0.2%	3.462
Range	0.061	0.048	-0.013	-21.3%	0.326
ATR	0.091	0.088	-0.003	-3.4%	0.000
Volume	13,396	12,142	-1,254	-9.4%	116,788

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.560	3.539	3.447
R3	3.512	3.491	3.434
R2	3.464	3.464	3.430
R1	3.443	3.443	3.425	3.430
PP	3.416	3.416	3.416	3.410
S1	3.395	3.395	3.417	3.382
S2	3.368	3.368	3.412
S3	3.320	3.347	3.408
S4	3.272	3.299	3.395

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.252	3.641
R3	4.064	3.926	3.552
R2	3.738	3.738	3.522
R1	3.600	3.600	3.492	3.669
PP	3.412	3.412	3.412	3.447
S1	3.274	3.274	3.432	3.343
S2	3.086	3.086	3.402
S3	2.760	2.948	3.372
S4	2.434	2.622	3.283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.550	3.390	0.160	4.7%	0.076	2.2%	19%	False	True	13,645
10	3.550	3.224	0.326	9.5%	0.093	2.7%	60%	False	False	18,003
20	3.550	3.205	0.345	10.1%	0.089	2.6%	63%	False	False	13,203
40	3.690	3.205	0.485	14.2%	0.089	2.6%	45%	False	False	11,243

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.642
2.618	3.564
1.618	3.516
1.000	3.486
0.618	3.468
HIGH	3.438
0.618	3.420
0.500	3.414
0.382	3.408
LOW	3.390
0.618	3.360
1.000	3.342
1.618	3.312
2.618	3.264
4.250	3.186

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	3.419	3.436
PP	3.416	3.431
S1	3.414	3.426

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

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