NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	4.739	4.734	-0.005	-0.1%	4.821
High	4.768	4.755	-0.013	-0.3%	4.942
Low	4.700	4.691	-0.009	-0.2%	4.697
Close	4.750	4.748	-0.002	0.0%	4.750
Range	0.068	0.064	-0.004	-5.9%	0.245
ATR	0.112	0.109	-0.003	-3.1%	0.000
Volume	14,766	6,957	-7,809	-52.9%	58,138

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.923	4.900	4.783
R3	4.859	4.836	4.766
R2	4.795	4.795	4.760
R1	4.772	4.772	4.754	4.784
PP	4.731	4.731	4.731	4.737
S1	4.708	4.708	4.742	4.720
S2	4.667	4.667	4.736
S3	4.603	4.644	4.730
S4	4.539	4.580	4.713

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.531	5.386	4.885
R3	5.286	5.141	4.817
R2	5.041	5.041	4.795
R1	4.896	4.896	4.772	4.846
PP	4.796	4.796	4.796	4.772
S1	4.651	4.651	4.728	4.601
S2	4.551	4.551	4.705
S3	4.306	4.406	4.683
S4	4.061	4.161	4.615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.942	4.691	0.251	5.3%	0.096	2.0%	23%	False	True	10,632
10	5.125	4.691	0.434	9.1%	0.096	2.0%	13%	False	True	11,496
20	5.356	4.691	0.665	14.0%	0.107	2.2%	9%	False	True	13,929
40	5.356	4.691	0.665	14.0%	0.112	2.4%	9%	False	True	12,014

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5.027
2.618	4.923
1.618	4.859
1.000	4.819
0.618	4.795
HIGH	4.755
0.618	4.731
0.500	4.723
0.382	4.715
LOW	4.691
0.618	4.651
1.000	4.627
1.618	4.587
2.618	4.523
4.250	4.419

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	4.740	4.775
PP	4.731	4.766
S1	4.723	4.757

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

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