NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	3.281	3.206	-0.075	-2.3%	3.237
High	3.311	3.207	-0.104	-3.1%	3.368
Low	3.177	3.017	-0.160	-5.0%	3.190
Close	3.214	3.060	-0.154	-4.8%	3.316
Range	0.134	0.190	0.056	41.8%	0.178
ATR	0.093	0.100	0.007	8.0%	0.000
Volume	9,892	17,095	7,203	72.8%	21,433

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.665	3.552	3.165
R3	3.475	3.362	3.112
R2	3.285	3.285	3.095
R1	3.172	3.172	3.077	3.134
PP	3.095	3.095	3.095	3.075
S1	2.982	2.982	3.043	2.944
S2	2.905	2.905	3.025
S3	2.715	2.792	3.008
S4	2.525	2.602	2.956

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.825	3.749	3.414
R3	3.647	3.571	3.365
R2	3.469	3.469	3.349
R1	3.393	3.393	3.332	3.431
PP	3.291	3.291	3.291	3.311
S1	3.215	3.215	3.300	3.253
S2	3.113	3.113	3.283
S3	2.935	3.037	3.267
S4	2.757	2.859	3.218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.368	3.017	0.351	11.5%	0.120	3.9%	12%	False	True	9,176
10	3.417	3.017	0.400	13.1%	0.108	3.5%	11%	False	True	6,258
20	3.537	3.017	0.520	17.0%	0.087	2.9%	8%	False	True	4,807
40	3.901	3.017	0.884	28.9%	0.086	2.8%	5%	False	True	4,102
60	4.201	3.017	1.184	38.7%	0.086	2.8%	4%	False	True	3,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	4.015
2.618	3.704
1.618	3.514
1.000	3.397
0.618	3.324
HIGH	3.207
0.618	3.134
0.500	3.112
0.382	3.090
LOW	3.017
0.618	2.900
1.000	2.827
1.618	2.710
2.618	2.520
4.250	2.210

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	3.112	3.164
PP	3.095	3.129
S1	3.077	3.095

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

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