NYMEX Natural Gas Future September 2013

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

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	3.724	3.620	-0.104	-2.8%	3.544
High	3.724	3.635	-0.089	-2.4%	3.724
Low	3.682	3.619	-0.063	-1.7%	3.536
Close	3.704	3.628	-0.076	-2.1%	3.704
Range	0.042	0.016	-0.026	-61.9%	0.188
ATR
Volume	2,495	2,207	-288	-11.5%	9,077

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.675	3.668	3.637
R3	3.659	3.652	3.632
R2	3.643	3.643	3.631
R1	3.636	3.636	3.629	3.640
PP	3.627	3.627	3.627	3.629
S1	3.620	3.620	3.627	3.624
S2	3.611	3.611	3.625
S3	3.595	3.604	3.624
S4	3.579	3.588	3.619

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.149	3.807
R3	4.031	3.961	3.756
R2	3.843	3.843	3.738
R1	3.773	3.773	3.721	3.808
PP	3.655	3.655	3.655	3.672
S1	3.585	3.585	3.687	3.620
S2	3.467	3.467	3.670
S3	3.279	3.397	3.652
S4	3.091	3.209	3.601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.724	3.567	0.157	4.3%	0.053	1.5%	39%	False	False	1,703
10	3.724	3.536	0.188	5.2%	0.061	1.7%	49%	False	False	2,318

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.703
2.618	3.677
1.618	3.661
1.000	3.651
0.618	3.645
HIGH	3.635
0.618	3.629
0.500	3.627
0.382	3.625
LOW	3.619
0.618	3.609
1.000	3.603
1.618	3.593
2.618	3.577
4.250	3.551

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	3.628	3.672
PP	3.627	3.657
S1	3.627	3.643

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

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