NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	2.698	2.976	0.278	10.3%	2.923
High	3.030	3.089	0.059	1.9%	2.923
Low	2.663	2.946	0.283	10.6%	2.643
Close	2.942	2.979	0.037	1.3%	2.733
Range	0.367	0.143	-0.224	-61.0%	0.280
ATR	0.126	0.128	0.001	1.2%	0.000
Volume	12,350	28,835	16,485	133.5%	62,241

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.349	3.058
R3	3.291	3.206	3.018
R2	3.148	3.148	3.005
R1	3.063	3.063	2.992	3.106
PP	3.005	3.005	3.005	3.026
S1	2.920	2.920	2.966	2.963
S2	2.862	2.862	2.953
S3	2.719	2.777	2.940
S4	2.576	2.634	2.900

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.606	3.450	2.887
R3	3.326	3.170	2.810
R2	3.046	3.046	2.784
R1	2.890	2.890	2.759	2.828
PP	2.766	2.766	2.766	2.736
S1	2.610	2.610	2.707	2.548
S2	2.486	2.486	2.682
S3	2.206	2.330	2.656
S4	1.926	2.050	2.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.089	2.643	0.446	15.0%	0.162	5.4%	75%	True	False	17,600
10	3.311	2.643	0.668	22.4%	0.147	4.9%	50%	False	False	16,972
20	3.460	2.643	0.817	27.4%	0.117	3.9%	41%	False	False	10,535
40	3.901	2.643	1.258	42.2%	0.099	3.3%	27%	False	False	7,142
60	4.162	2.643	1.519	51.0%	0.094	3.2%	22%	False	False	5,558

Crabel Price Patterns
NR	True
NR4	False
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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.697
2.618	3.463
1.618	3.320
1.000	3.232
0.618	3.177
HIGH	3.089
0.618	3.034
0.500	3.018
0.382	3.001
LOW	2.946
0.618	2.858
1.000	2.803
1.618	2.715
2.618	2.572
4.250	2.338

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	3.018	2.941
PP	3.005	2.904
S1	2.992	2.866

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

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