NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	2.850	2.740	-0.110	-3.9%	3.220
High	2.850	2.783	-0.067	-2.4%	3.253
Low	2.702	2.707	0.005	0.2%	2.885
Close	2.744	2.740	-0.004	-0.1%	2.925
Range	0.148	0.076	-0.072	-48.6%	0.368
ATR	0.108	0.105	-0.002	-2.1%	0.000
Volume	14,356	23,788	9,432	65.7%	75,866

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.971	2.932	2.782
R3	2.895	2.856	2.761
R2	2.819	2.819	2.754
R1	2.780	2.780	2.747	2.778
PP	2.743	2.743	2.743	2.743
S1	2.704	2.704	2.733	2.702
S2	2.667	2.667	2.726
S3	2.591	2.628	2.719
S4	2.515	2.552	2.698

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.125	3.893	3.127
R3	3.757	3.525	3.026
R2	3.389	3.389	2.992
R1	3.157	3.157	2.959	3.089
PP	3.021	3.021	3.021	2.987
S1	2.789	2.789	2.891	2.721
S2	2.653	2.653	2.858
S3	2.285	2.421	2.824
S4	1.917	2.053	2.723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.153	2.702	0.451	16.5%	0.116	4.2%	8%	False	False	19,337
10	3.310	2.702	0.608	22.2%	0.111	4.1%	6%	False	False	14,070
20	3.441	2.702	0.739	27.0%	0.095	3.5%	5%	False	False	8,936
40	3.851	2.702	1.149	41.9%	0.092	3.4%	3%	False	False	7,009
60	4.118	2.702	1.416	51.7%	0.089	3.3%	3%	False	False	5,598
80	4.344	2.702	1.642	59.9%	0.087	3.2%	2%	False	False	4,605

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.106
2.618	2.982
1.618	2.906
1.000	2.859
0.618	2.830
HIGH	2.783
0.618	2.754
0.500	2.745
0.382	2.736
LOW	2.707
0.618	2.660
1.000	2.631
1.618	2.584
2.618	2.508
4.250	2.384

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	2.745	2.829
PP	2.743	2.799
S1	2.742	2.770

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

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