NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	2.663	2.616	-0.047	-1.8%	2.715
High	2.677	2.646	-0.031	-1.2%	2.877
Low	2.603	2.575	-0.028	-1.1%	2.682
Close	2.614	2.634	0.020	0.8%	2.698
Range	0.074	0.071	-0.003	-4.1%	0.195
ATR	0.132	0.127	-0.004	-3.3%	0.000
Volume	61,259	10,687	-50,572	-82.6%	654,194

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.831	2.804	2.673
R3	2.760	2.733	2.654
R2	2.689	2.689	2.647
R1	2.662	2.662	2.641	2.676
PP	2.618	2.618	2.618	2.625
S1	2.591	2.591	2.627	2.605
S2	2.547	2.547	2.621
S3	2.476	2.520	2.614
S4	2.405	2.449	2.595

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.213	2.805
R3	3.142	3.018	2.752
R2	2.947	2.947	2.734
R1	2.823	2.823	2.716	2.788
PP	2.752	2.752	2.752	2.735
S1	2.628	2.628	2.680	2.593
S2	2.557	2.557	2.662
S3	2.362	2.433	2.644
S4	2.167	2.238	2.591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.877	2.575	0.302	11.5%	0.126	4.8%	20%	False	True	85,152
10	2.877	2.575	0.302	11.5%	0.118	4.5%	20%	False	True	105,118
20	3.171	2.575	0.596	22.6%	0.131	5.0%	10%	False	True	127,120
40	3.277	2.575	0.702	26.7%	0.137	5.2%	8%	False	True	109,540
60	3.277	2.259	1.018	38.6%	0.137	5.2%	37%	False	False	93,707
80	3.277	2.259	1.018	38.6%	0.133	5.0%	37%	False	False	79,217
100	3.277	2.222	1.055	40.1%	0.122	4.6%	39%	False	False	67,948
120	3.277	2.222	1.055	40.1%	0.114	4.3%	39%	False	False	58,676

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	0.033
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.948
2.618	2.832
1.618	2.761
1.000	2.717
0.618	2.690
HIGH	2.646
0.618	2.619
0.500	2.611
0.382	2.602
LOW	2.575
0.618	2.531
1.000	2.504
1.618	2.460
2.618	2.389
4.250	2.273

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	2.626	2.672
PP	2.618	2.659
S1	2.611	2.647

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

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