NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	3.905	4.055	0.150	3.8%	3.959
High	4.065	4.095	0.030	0.7%	4.065
Low	3.905	3.980	0.075	1.9%	3.870
Close	4.042	4.056	0.014	0.3%	4.042
Range	0.160	0.115	-0.045	-28.1%	0.195
ATR	0.106	0.106	0.001	0.6%	0.000
Volume	68,290	65,704	-2,586	-3.8%	202,447

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.389	4.337	4.119
R3	4.274	4.222	4.088
R2	4.159	4.159	4.077
R1	4.107	4.107	4.067	4.133
PP	4.044	4.044	4.044	4.057
S1	3.992	3.992	4.045	4.018
S2	3.929	3.929	4.035
S3	3.814	3.877	4.024
S4	3.699	3.762	3.993

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.577	4.505	4.149
R3	4.382	4.310	4.096
R2	4.187	4.187	4.078
R1	4.115	4.115	4.060	4.151
PP	3.992	3.992	3.992	4.011
S1	3.920	3.920	4.024	3.956
S2	3.797	3.797	4.006
S3	3.602	3.725	3.988
S4	3.407	3.530	3.935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.095	3.870	0.225	5.5%	0.118	2.9%	83%	True	False	46,437
10	4.095	3.870	0.225	5.5%	0.105	2.6%	83%	True	False	45,702
20	4.146	3.870	0.276	6.8%	0.104	2.6%	67%	False	False	59,414
40	4.477	3.870	0.607	15.0%	0.099	2.4%	31%	False	False	45,915
60	4.606	3.870	0.736	18.1%	0.104	2.6%	25%	False	False	38,197
80	4.962	3.870	1.092	26.9%	0.104	2.6%	17%	False	False	32,836
100	5.242	3.870	1.372	33.8%	0.104	2.6%	14%	False	False	29,035
120	5.356	3.870	1.486	36.6%	0.106	2.6%	13%	False	False	26,118

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.584
2.618	4.396
1.618	4.281
1.000	4.210
0.618	4.166
HIGH	4.095
0.618	4.051
0.500	4.038
0.382	4.024
LOW	3.980
0.618	3.909
1.000	3.865
1.618	3.794
2.618	3.679
4.250	3.491

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	4.050	4.032
PP	4.044	4.007
S1	4.038	3.983

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

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