NYMEX Natural Gas Future April 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	3.428	3.426	-0.002	-0.1%	3.450
High	3.438	3.519	0.081	2.4%	3.519
Low	3.390	3.412	0.022	0.6%	3.390
Close	3.421	3.514	0.093	2.7%	3.514
Range	0.048	0.107	0.059	122.9%	0.129
ATR	0.088	0.089	0.001	1.6%	0.000
Volume	12,142	10,825	-1,317	-10.8%	59,560

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.803	3.765	3.573
R3	3.696	3.658	3.543
R2	3.589	3.589	3.534
R1	3.551	3.551	3.524	3.570
PP	3.482	3.482	3.482	3.491
S1	3.444	3.444	3.504	3.463
S2	3.375	3.375	3.494
S3	3.268	3.337	3.485
S4	3.161	3.230	3.455

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.861	3.817	3.585
R3	3.732	3.688	3.549
R2	3.603	3.603	3.538
R1	3.559	3.559	3.526	3.581
PP	3.474	3.474	3.474	3.486
S1	3.430	3.430	3.502	3.452
S2	3.345	3.345	3.490
S3	3.216	3.301	3.479
S4	3.087	3.172	3.443

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.519	3.390	0.129	3.7%	0.073	2.1%	96%	True	False	11,912
10	3.550	3.224	0.326	9.3%	0.098	2.8%	89%	False	False	17,634
20	3.550	3.205	0.345	9.8%	0.089	2.5%	90%	False	False	13,411
40	3.690	3.205	0.485	13.8%	0.090	2.6%	64%	False	False	11,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.974
2.618	3.799
1.618	3.692
1.000	3.626
0.618	3.585
HIGH	3.519
0.618	3.478
0.500	3.466
0.382	3.453
LOW	3.412
0.618	3.346
1.000	3.305
1.618	3.239
2.618	3.132
4.250	2.957

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	3.498	3.494
PP	3.482	3.474
S1	3.466	3.455

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

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