NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	3.963	4.110	0.147	3.7%	3.990
High	4.125	4.143	0.018	0.4%	4.125
Low	3.942	3.997	0.055	1.4%	3.908
Close	4.100	4.037	-0.063	-1.5%	4.100
Range	0.183	0.146	-0.037	-20.2%	0.217
ATR	0.100	0.104	0.003	3.3%	0.000
Volume	84,149	71,335	-12,814	-15.2%	469,109

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.497	4.413	4.117
R3	4.351	4.267	4.077
R2	4.205	4.205	4.064
R1	4.121	4.121	4.050	4.090
PP	4.059	4.059	4.059	4.044
S1	3.975	3.975	4.024	3.944
S2	3.913	3.913	4.010
S3	3.767	3.829	3.997
S4	3.621	3.683	3.957

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.695	4.615	4.219
R3	4.478	4.398	4.160
R2	4.261	4.261	4.140
R1	4.181	4.181	4.120	4.221
PP	4.044	4.044	4.044	4.065
S1	3.964	3.964	4.080	4.004
S2	3.827	3.827	4.060
S3	3.610	3.747	4.040
S4	3.393	3.530	3.981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.143	3.908	0.235	5.8%	0.117	2.9%	55%	True	False	90,346
10	4.146	3.908	0.238	5.9%	0.102	2.5%	54%	False	False	73,126
20	4.350	3.908	0.442	10.9%	0.095	2.3%	29%	False	False	53,844
40	4.564	3.908	0.656	16.2%	0.104	2.6%	20%	False	False	39,899
60	4.810	3.908	0.902	22.3%	0.102	2.5%	14%	False	False	33,315
80	4.962	3.908	1.054	26.1%	0.103	2.6%	12%	False	False	28,985
100	5.356	3.908	1.448	35.9%	0.106	2.6%	9%	False	False	25,949
120	5.356	3.908	1.448	35.9%	0.107	2.7%	9%	False	False	23,345

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.764
2.618	4.525
1.618	4.379
1.000	4.289
0.618	4.233
HIGH	4.143
0.618	4.087
0.500	4.070
0.382	4.053
LOW	3.997
0.618	3.907
1.000	3.851
1.618	3.761
2.618	3.615
4.250	3.377

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	4.070	4.033
PP	4.059	4.029
S1	4.048	4.026

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

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