NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	3.426	3.489	0.063	1.8%	3.450
High	3.519	3.517	-0.002	-0.1%	3.519
Low	3.412	3.453	0.041	1.2%	3.390
Close	3.514	3.497	-0.017	-0.5%	3.514
Range	0.107	0.064	-0.043	-40.2%	0.129
ATR	0.089	0.087	-0.002	-2.0%	0.000
Volume	10,825	14,381	3,556	32.8%	59,560

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.681	3.653	3.532
R3	3.617	3.589	3.515
R2	3.553	3.553	3.509
R1	3.525	3.525	3.503	3.539
PP	3.489	3.489	3.489	3.496
S1	3.461	3.461	3.491	3.475
S2	3.425	3.425	3.485
S3	3.361	3.397	3.479
S4	3.297	3.333	3.462

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%	0.071	2.0%	83%	False	False	12,512
10	3.550	3.321	0.229	6.5%	0.090	2.6%	77%	False	False	17,242
20	3.550	3.205	0.345	9.9%	0.086	2.5%	85%	False	False	13,626
40	3.690	3.205	0.485	13.9%	0.090	2.6%	60%	False	False	11,515

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.789
2.618	3.685
1.618	3.621
1.000	3.581
0.618	3.557
HIGH	3.517
0.618	3.493
0.500	3.485
0.382	3.477
LOW	3.453
0.618	3.413
1.000	3.389
1.618	3.349
2.618	3.285
4.250	3.181

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	3.493	3.483
PP	3.489	3.469
S1	3.485	3.455

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

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