NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	3.196	3.176	-0.020	-0.6%	3.299
High	3.243	3.220	-0.023	-0.7%	3.337
Low	3.150	3.137	-0.013	-0.4%	3.137
Close	3.177	3.174	-0.003	-0.1%	3.174
Range	0.093	0.083	-0.010	-10.8%	0.200
ATR	0.111	0.109	-0.002	-1.8%	0.000
Volume	59,490	47,217	-12,273	-20.6%	304,501

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.426	3.383	3.220
R3	3.343	3.300	3.197
R2	3.260	3.260	3.189
R1	3.217	3.217	3.182	3.197
PP	3.177	3.177	3.177	3.167
S1	3.134	3.134	3.166	3.114
S2	3.094	3.094	3.159
S3	3.011	3.051	3.151
S4	2.928	2.968	3.128

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.816	3.695	3.284
R3	3.616	3.495	3.229
R2	3.416	3.416	3.211
R1	3.295	3.295	3.192	3.256
PP	3.216	3.216	3.216	3.196
S1	3.095	3.095	3.156	3.056
S2	3.016	3.016	3.137
S3	2.816	2.895	3.119
S4	2.616	2.695	3.064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.337	3.137	0.200	6.3%	0.090	2.8%	19%	False	True	60,900
10	3.600	3.137	0.463	14.6%	0.102	3.2%	8%	False	True	53,805
20	3.741	3.137	0.604	19.0%	0.111	3.5%	6%	False	True	42,676
40	4.107	3.137	0.970	30.6%	0.105	3.3%	4%	False	True	31,165
60	4.314	3.137	1.177	37.1%	0.101	3.2%	3%	False	True	26,408
80	4.580	3.137	1.443	45.5%	0.102	3.2%	3%	False	True	21,584
100	4.726	3.137	1.589	50.1%	0.100	3.1%	2%	False	True	18,475
120	4.958	3.137	1.821	57.4%	0.100	3.1%	2%	False	True	15,833

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.573
2.618	3.437
1.618	3.354
1.000	3.303
0.618	3.271
HIGH	3.220
0.618	3.188
0.500	3.179
0.382	3.169
LOW	3.137
0.618	3.086
1.000	3.054
1.618	3.003
2.618	2.920
4.250	2.784

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	3.179	3.234
PP	3.177	3.214
S1	3.176	3.194

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

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