NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	3.106	3.102	-0.004	-0.1%	3.093
High	3.181	3.140	-0.041	-1.3%	3.201
Low	3.078	3.065	-0.013	-0.4%	3.050
Close	3.112	3.084	-0.028	-0.9%	3.114
Range	0.103	0.075	-0.028	-27.2%	0.151
ATR	0.104	0.102	-0.002	-2.0%	0.000
Volume	40,692	8,378	-32,314	-79.4%	380,323

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.321	3.278	3.125
R3	3.246	3.203	3.105
R2	3.171	3.171	3.098
R1	3.128	3.128	3.091	3.112
PP	3.096	3.096	3.096	3.089
S1	3.053	3.053	3.077	3.037
S2	3.021	3.021	3.070
S3	2.946	2.978	3.063
S4	2.871	2.903	3.043

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.575	3.495	3.197
R3	3.424	3.344	3.156
R2	3.273	3.273	3.142
R1	3.193	3.193	3.128	3.233
PP	3.122	3.122	3.122	3.142
S1	3.042	3.042	3.100	3.082
S2	2.971	2.971	3.086
S3	2.820	2.891	3.072
S4	2.669	2.740	3.031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.201	3.065	0.136	4.4%	0.089	2.9%	14%	False	True	56,627
10	3.287	3.050	0.237	7.7%	0.093	3.0%	14%	False	False	76,085
20	3.689	3.050	0.639	20.7%	0.099	3.2%	5%	False	False	96,770
40	4.075	3.050	1.025	33.2%	0.106	3.4%	3%	False	False	85,566
60	4.146	3.050	1.096	35.5%	0.105	3.4%	3%	False	False	76,849
80	4.477	3.050	1.427	46.3%	0.103	3.3%	2%	False	False	65,741
100	4.606	3.050	1.556	50.5%	0.105	3.4%	2%	False	False	57,145
120	4.962	3.050	1.912	62.0%	0.105	3.4%	2%	False	False	50,413

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.459
2.618	3.336
1.618	3.261
1.000	3.215
0.618	3.186
HIGH	3.140
0.618	3.111
0.500	3.103
0.382	3.094
LOW	3.065
0.618	3.019
1.000	2.990
1.618	2.944
2.618	2.869
4.250	2.746

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	3.103	3.123
PP	3.096	3.110
S1	3.090	3.097

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

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