NYMEX Natural Gas Future April 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	3.634	3.695	0.061	1.7%	3.489
High	3.697	3.736	0.039	1.1%	3.736
Low	3.622	3.668	0.046	1.3%	3.453
Close	3.693	3.730	0.037	1.0%	3.730
Range	0.075	0.068	-0.007	-9.3%	0.283
ATR	0.086	0.084	-0.001	-1.5%	0.000
Volume	25,952	31,297	5,345	20.6%	101,490

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.915	3.891	3.767
R3	3.847	3.823	3.749
R2	3.779	3.779	3.742
R1	3.755	3.755	3.736	3.767
PP	3.711	3.711	3.711	3.718
S1	3.687	3.687	3.724	3.699
S2	3.643	3.643	3.718
S3	3.575	3.619	3.711
S4	3.507	3.551	3.693

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.489	4.392	3.886
R3	4.206	4.109	3.808
R2	3.923	3.923	3.782
R1	3.826	3.826	3.756	3.875
PP	3.640	3.640	3.640	3.664
S1	3.543	3.543	3.704	3.592
S2	3.357	3.357	3.678
S3	3.074	3.260	3.652
S4	2.791	2.977	3.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.736	3.453	0.283	7.6%	0.071	1.9%	98%	True	False	20,298
10	3.736	3.390	0.346	9.3%	0.072	1.9%	98%	True	False	16,105
20	3.736	3.224	0.512	13.7%	0.083	2.2%	99%	True	False	16,276
40	3.736	3.205	0.531	14.2%	0.086	2.3%	99%	True	False	12,579

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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.025
2.618	3.914
1.618	3.846
1.000	3.804
0.618	3.778
HIGH	3.736
0.618	3.710
0.500	3.702
0.382	3.694
LOW	3.668
0.618	3.626
1.000	3.600
1.618	3.558
2.618	3.490
4.250	3.379

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	3.721	3.701
PP	3.711	3.672
S1	3.702	3.643

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

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