NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	3.560	3.634	0.074	2.1%	3.450
High	3.650	3.697	0.047	1.3%	3.519
Low	3.550	3.622	0.072	2.0%	3.390
Close	3.632	3.693	0.061	1.7%	3.514
Range	0.100	0.075	-0.025	-25.0%	0.129
ATR	0.086	0.086	-0.001	-0.9%	0.000
Volume	19,788	25,952	6,164	31.2%	59,560

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.896	3.869	3.734
R3	3.821	3.794	3.714
R2	3.746	3.746	3.707
R1	3.719	3.719	3.700	3.733
PP	3.671	3.671	3.671	3.677
S1	3.644	3.644	3.686	3.658
S2	3.596	3.596	3.679
S3	3.521	3.569	3.672
S4	3.446	3.494	3.652

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	3.697	3.412	0.285	7.7%	0.079	2.1%	99%	True	False	16,203
10	3.697	3.390	0.307	8.3%	0.077	2.1%	99%	True	False	14,924
20	3.697	3.224	0.473	12.8%	0.085	2.3%	99%	True	False	15,270
40	3.697	3.205	0.492	13.3%	0.089	2.4%	99%	True	False	12,035

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 2 trading days

Fibonacci Retracements and Extensions
4.250	4.016
2.618	3.893
1.618	3.818
1.000	3.772
0.618	3.743
HIGH	3.697
0.618	3.668
0.500	3.660
0.382	3.651
LOW	3.622
0.618	3.576
1.000	3.547
1.618	3.501
2.618	3.426
4.250	3.303

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	3.682	3.662
PP	3.671	3.632
S1	3.660	3.601

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

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