NYMEX Natural Gas Future April 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Sep-2011 | 26-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 4.163 | 4.134 | -0.029 | -0.7% | 4.257 |  
                        | High | 4.182 | 4.221 | 0.039 | 0.9% | 4.315 |  
                        | Low | 4.139 | 4.124 | -0.015 | -0.4% | 4.139 |  
                        | Close | 4.139 | 4.215 | 0.076 | 1.8% | 4.139 |  
                        | Range | 0.043 | 0.097 | 0.054 | 125.6% | 0.176 |  
                        | ATR | 0.087 | 0.088 | 0.001 | 0.8% | 0.000 |  
                        | Volume | 16,423 | 10,334 | -6,089 | -37.1% | 60,495 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.478 | 4.443 | 4.268 |  |  
                | R3 | 4.381 | 4.346 | 4.242 |  |  
                | R2 | 4.284 | 4.284 | 4.233 |  |  
                | R1 | 4.249 | 4.249 | 4.224 | 4.267 |  
                | PP | 4.187 | 4.187 | 4.187 | 4.195 |  
                | S1 | 4.152 | 4.152 | 4.206 | 4.170 |  
                | S2 | 4.090 | 4.090 | 4.197 |  |  
                | S3 | 3.993 | 4.055 | 4.188 |  |  
                | S4 | 3.896 | 3.958 | 4.162 |  |  | 
        
            | Weekly Pivots for week ending 23-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.726 | 4.608 | 4.236 |  |  
                | R3 | 4.550 | 4.432 | 4.187 |  |  
                | R2 | 4.374 | 4.374 | 4.171 |  |  
                | R1 | 4.256 | 4.256 | 4.155 | 4.227 |  
                | PP | 4.198 | 4.198 | 4.198 | 4.183 |  
                | S1 | 4.080 | 4.080 | 4.123 | 4.051 |  
                | S2 | 4.022 | 4.022 | 4.107 |  |  
                | S3 | 3.846 | 3.904 | 4.091 |  |  
                | S4 | 3.670 | 3.728 | 4.042 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.633 |  
            | 2.618 | 4.475 |  
            | 1.618 | 4.378 |  
            | 1.000 | 4.318 |  
            | 0.618 | 4.281 |  
            | HIGH | 4.221 |  
            | 0.618 | 4.184 |  
            | 0.500 | 4.173 |  
            | 0.382 | 4.161 |  
            | LOW | 4.124 |  
            | 0.618 | 4.064 |  
            | 1.000 | 4.027 |  
            | 1.618 | 3.967 |  
            | 2.618 | 3.870 |  
            | 4.250 | 3.712 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.201 | 4.201 |  
                                | PP | 4.187 | 4.187 |  
                                | S1 | 4.173 | 4.173 |  |