NYMEX Natural Gas Future January 2012

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Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary Previous Current 24-May-2011 25-May-2011 Change Change % Previous Week Open 4.998 4.976 -0.022 -0.4% 4.920 High 5.056 5.025 -0.031 -0.6% 4.997 Low 4.933 4.976 0.043 0.9% 4.786 Close 4.992 5.022 0.030 0.6% 4.911 Range 0.123 0.049 -0.074 -60.2% 0.211 ATR 0.114 0.109 -0.005 -4.1% 0.000 Volume 7,599 8,074 475 6.3% 40,068
Daily Pivots for day following 25-May-2011 Classic Woodie Camarilla DeMark R4 5.155 5.137 5.049 R3 5.106 5.088 5.035 R2 5.057 5.057 5.031 R1 5.039 5.039 5.026 5.048 PP 5.008 5.008 5.008 5.012 S1 4.990 4.990 5.018 4.999 S2 4.959 4.959 5.013 S3 4.910 4.941 5.009 S4 4.861 4.892 4.995	Weekly Pivots for week ending 20-May-2011 Classic Woodie Camarilla DeMark R4 5.531 5.432 5.027 R3 5.320 5.221 4.969 R2 5.109 5.109 4.950 R1 5.010 5.010 4.930 4.954 PP 4.898 4.898 4.898 4.870 S1 4.799 4.799 4.892 4.743 S2 4.687 4.687 4.872 S3 4.476 4.588 4.853 S4 4.265 4.377 4.795
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 5.056 4.786 0.270 5.4% 0.111 2.2% 87% False False 8,284 10 5.056 4.786 0.270 5.4% 0.107 2.1% 87% False False 8,227 20 5.335 4.786 0.549 10.9% 0.112 2.2% 43% False False 10,327
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.024 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 5.233 2.618 5.153 1.618 5.104 1.000 5.074 0.618 5.055 HIGH 5.025 0.618 5.006 0.500 5.001 0.382 4.995 LOW 4.976 0.618 4.946 1.000 4.927 1.618 4.897 2.618 4.848 4.250 4.768
Fisher Pivots for day following 25-May-2011 Pivot 1 day 3 day R1 5.015 5.007 PP 5.008 4.992 S1 5.001 4.978

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