NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	2.761	2.705	-0.056	-2.0%	3.011
High	2.772	2.711	-0.061	-2.2%	3.045
Low	2.663	2.621	-0.042	-1.6%	2.621
Close	2.697	2.670	-0.027	-1.0%	2.670
Range	0.109	0.090	-0.019	-17.4%	0.424
ATR	0.119	0.117	-0.002	-1.8%	0.000
Volume	147,140	103,952	-43,188	-29.4%	630,601

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.937	2.894	2.720
R3	2.847	2.804	2.695
R2	2.757	2.757	2.687
R1	2.714	2.714	2.678	2.691
PP	2.667	2.667	2.667	2.656
S1	2.624	2.624	2.662	2.601
S2	2.577	2.577	2.654
S3	2.487	2.534	2.645
S4	2.397	2.444	2.621

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.051	3.784	2.903
R3	3.627	3.360	2.787
R2	3.203	3.203	2.748
R1	2.936	2.936	2.709	2.858
PP	2.779	2.779	2.779	2.739
S1	2.512	2.512	2.631	2.434
S2	2.355	2.355	2.592
S3	1.931	2.088	2.553
S4	1.507	1.664	2.437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.045	2.621	0.424	15.9%	0.117	4.4%	12%	False	True	126,120
10	3.123	2.621	0.502	18.8%	0.125	4.7%	10%	False	True	116,244
20	3.243	2.621	0.622	23.3%	0.108	4.1%	8%	False	True	85,061
40	3.741	2.621	1.120	41.9%	0.111	4.2%	4%	False	True	62,390
60	4.107	2.621	1.486	55.7%	0.106	4.0%	3%	False	True	47,819
80	4.314	2.621	1.693	63.4%	0.103	3.8%	3%	False	True	39,917
100	4.580	2.621	1.959	73.4%	0.104	3.9%	3%	False	True	33,329
120	4.753	2.621	2.132	79.9%	0.101	3.8%	2%	False	True	28,742

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.094
2.618	2.947
1.618	2.857
1.000	2.801
0.618	2.767
HIGH	2.711
0.618	2.677
0.500	2.666
0.382	2.655
LOW	2.621
0.618	2.565
1.000	2.531
1.618	2.475
2.618	2.385
4.250	2.239

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	2.669	2.775
PP	2.667	2.740
S1	2.666	2.705

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

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