NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	4.925	4.850	-0.075	-1.5%	5.225
High	4.942	4.858	-0.084	-1.7%	5.242
Low	4.839	4.697	-0.142	-2.9%	4.851
Close	4.840	4.720	-0.120	-2.5%	4.853
Range	0.103	0.161	0.058	56.3%	0.391
ATR	0.112	0.116	0.003	3.1%	0.000
Volume	9,830	10,630	800	8.1%	59,117

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.241	5.142	4.809
R3	5.080	4.981	4.764
R2	4.919	4.919	4.750
R1	4.820	4.820	4.735	4.789
PP	4.758	4.758	4.758	4.743
S1	4.659	4.659	4.705	4.628
S2	4.597	4.597	4.690
S3	4.436	4.498	4.676
S4	4.275	4.337	4.631

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.155	5.895	5.068
R3	5.764	5.504	4.961
R2	5.373	5.373	4.925
R1	5.113	5.113	4.889	5.048
PP	4.982	4.982	4.982	4.949
S1	4.722	4.722	4.817	4.657
S2	4.591	4.591	4.781
S3	4.200	4.331	4.745
S4	3.809	3.940	4.638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.961	4.697	0.264	5.6%	0.108	2.3%	9%	False	True	12,086
10	5.242	4.697	0.545	11.5%	0.107	2.3%	4%	False	True	12,772
20	5.356	4.697	0.659	14.0%	0.117	2.5%	3%	False	True	13,804
40	5.356	4.697	0.659	14.0%	0.114	2.4%	3%	False	True	12,066

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	0.017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.542
2.618	5.279
1.618	5.118
1.000	5.019
0.618	4.957
HIGH	4.858
0.618	4.796
0.500	4.778
0.382	4.759
LOW	4.697
0.618	4.598
1.000	4.536
1.618	4.437
2.618	4.276
4.250	4.013

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	4.778	4.820
PP	4.758	4.786
S1	4.739	4.753

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

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