NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	2.923	2.761	-0.162	-5.5%	2.969
High	2.929	2.772	-0.157	-5.4%	3.123
Low	2.741	2.663	-0.078	-2.8%	2.936
Close	2.774	2.697	-0.077	-2.8%	3.073
Range	0.188	0.109	-0.079	-42.0%	0.187
ATR	0.120	0.119	-0.001	-0.5%	0.000
Volume	158,646	147,140	-11,506	-7.3%	474,913

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.038	2.976	2.757
R3	2.929	2.867	2.727
R2	2.820	2.820	2.717
R1	2.758	2.758	2.707	2.735
PP	2.711	2.711	2.711	2.699
S1	2.649	2.649	2.687	2.626
S2	2.602	2.602	2.677
S3	2.493	2.540	2.667
S4	2.384	2.431	2.637

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.605	3.526	3.176
R3	3.418	3.339	3.124
R2	3.231	3.231	3.107
R1	3.152	3.152	3.090	3.192
PP	3.044	3.044	3.044	3.064
S1	2.965	2.965	3.056	3.005
S2	2.857	2.857	3.039
S3	2.670	2.778	3.022
S4	2.483	2.591	2.970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.077	2.663	0.414	15.4%	0.123	4.6%	8%	False	True	124,892
10	3.148	2.663	0.485	18.0%	0.131	4.9%	7%	False	True	113,940
20	3.330	2.663	0.667	24.7%	0.112	4.1%	5%	False	True	83,406
40	3.741	2.663	1.078	40.0%	0.111	4.1%	3%	False	True	60,414
60	4.107	2.663	1.444	53.5%	0.107	4.0%	2%	False	True	46,312
80	4.357	2.663	1.694	62.8%	0.102	3.8%	2%	False	True	38,702
100	4.580	2.663	1.917	71.1%	0.103	3.8%	2%	False	True	32,324
120	4.809	2.663	2.146	79.6%	0.101	3.7%	2%	False	True	27,891

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.235
2.618	3.057
1.618	2.948
1.000	2.881
0.618	2.839
HIGH	2.772
0.618	2.730
0.500	2.718
0.382	2.705
LOW	2.663
0.618	2.596
1.000	2.554
1.618	2.487
2.618	2.378
4.250	2.200

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	2.718	2.854
PP	2.711	2.802
S1	2.704	2.749

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

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