NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	2.800	2.744	-0.056	-2.0%	3.048
High	2.804	2.748	-0.056	-2.0%	3.082
Low	2.700	2.665	-0.035	-1.3%	2.665
Close	2.737	2.713	-0.024	-0.9%	2.713
Range	0.104	0.083	-0.021	-20.2%	0.417
ATR	0.115	0.112	-0.002	-2.0%	0.000
Volume	114,226	106,470	-7,756	-6.8%	438,413

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.958	2.918	2.759
R3	2.875	2.835	2.736
R2	2.792	2.792	2.728
R1	2.752	2.752	2.721	2.731
PP	2.709	2.709	2.709	2.698
S1	2.669	2.669	2.705	2.648
S2	2.626	2.626	2.698
S3	2.543	2.586	2.690
S4	2.460	2.503	2.667

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.071	3.809	2.942
R3	3.654	3.392	2.828
R2	3.237	3.237	2.789
R1	2.975	2.975	2.751	2.898
PP	2.820	2.820	2.820	2.781
S1	2.558	2.558	2.675	2.481
S2	2.403	2.403	2.637
S3	1.986	2.141	2.598
S4	1.569	1.724	2.484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.082	2.665	0.417	15.4%	0.115	4.3%	12%	False	True	87,682
10	3.153	2.665	0.488	18.0%	0.122	4.5%	10%	False	True	68,269
20	3.278	2.665	0.613	22.6%	0.105	3.9%	8%	False	True	49,355
40	3.741	2.665	1.076	39.7%	0.107	3.9%	4%	False	True	45,128
60	4.070	2.665	1.405	51.8%	0.102	3.8%	3%	False	True	36,170
80	4.281	2.665	1.616	59.6%	0.099	3.6%	3%	False	True	31,243
100	4.516	2.665	1.851	68.2%	0.100	3.7%	3%	False	True	26,957
120	4.710	2.665	2.045	75.4%	0.097	3.6%	2%	False	True	23,556

Crabel Price Patterns
NR	True
NR4	True
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	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.101
2.618	2.965
1.618	2.882
1.000	2.831
0.618	2.799
HIGH	2.748
0.618	2.716
0.500	2.707
0.382	2.697
LOW	2.665
0.618	2.614
1.000	2.582
1.618	2.531
2.618	2.448
4.250	2.312

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	2.711	2.813
PP	2.709	2.780
S1	2.707	2.746

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

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