NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	3.956	3.959	0.003	0.1%	4.110
High	3.965	3.990	0.025	0.6%	4.143
Low	3.885	3.905	0.020	0.5%	3.885
Close	3.950	3.920	-0.030	-0.8%	3.950
Range	0.080	0.085	0.005	6.3%	0.258
ATR	0.101	0.100	-0.001	-1.1%	0.000
Volume	61,141	35,963	-25,178	-41.2%	260,209

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.193	4.142	3.967
R3	4.108	4.057	3.943
R2	4.023	4.023	3.936
R1	3.972	3.972	3.928	3.955
PP	3.938	3.938	3.938	3.930
S1	3.887	3.887	3.912	3.870
S2	3.853	3.853	3.904
S3	3.768	3.802	3.897
S4	3.683	3.717	3.873

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.767	4.616	4.092
R3	4.509	4.358	4.021
R2	4.251	4.251	3.997
R1	4.100	4.100	3.974	4.047
PP	3.993	3.993	3.993	3.966
S1	3.842	3.842	3.926	3.789
S2	3.735	3.735	3.903
S3	3.477	3.584	3.879
S4	3.219	3.326	3.808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.047	3.885	0.162	4.1%	0.092	2.4%	22%	False	False	44,967
10	4.143	3.885	0.258	6.6%	0.105	2.7%	14%	False	False	67,656
20	4.300	3.885	0.415	10.6%	0.098	2.5%	8%	False	False	57,024
40	4.564	3.885	0.679	17.3%	0.103	2.6%	5%	False	False	42,959
60	4.636	3.885	0.751	19.2%	0.102	2.6%	5%	False	False	35,924
80	4.962	3.885	1.077	27.5%	0.103	2.6%	3%	False	False	31,042
100	5.356	3.885	1.471	37.5%	0.104	2.7%	2%	False	False	27,534
120	5.356	3.885	1.471	37.5%	0.107	2.7%	2%	False	False	24,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.351
2.618	4.213
1.618	4.128
1.000	4.075
0.618	4.043
HIGH	3.990
0.618	3.958
0.500	3.948
0.382	3.937
LOW	3.905
0.618	3.852
1.000	3.820
1.618	3.767
2.618	3.682
4.250	3.544

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	3.948	3.956
PP	3.938	3.944
S1	3.929	3.932

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

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