NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	3.049	2.986	-0.063	-2.1%	3.175
High	3.065	3.094	0.029	0.9%	3.245
Low	2.985	2.964	-0.021	-0.7%	2.985
Close	3.016	3.022	0.006	0.2%	3.016
Range	0.080	0.130	0.050	62.5%	0.260
ATR	0.097	0.099	0.002	2.4%	0.000
Volume	40,175	26,787	-13,388	-33.3%	91,416

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.417	3.349	3.094
R3	3.287	3.219	3.058
R2	3.157	3.157	3.046
R1	3.089	3.089	3.034	3.123
PP	3.027	3.027	3.027	3.044
S1	2.959	2.959	3.010	2.993
S2	2.897	2.897	2.998
S3	2.767	2.829	2.986
S4	2.637	2.699	2.951

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.862	3.699	3.159
R3	3.602	3.439	3.088
R2	3.342	3.342	3.064
R1	3.179	3.179	3.040	3.131
PP	3.082	3.082	3.082	3.058
S1	2.919	2.919	2.992	2.871
S2	2.822	2.822	2.968
S3	2.562	2.659	2.945
S4	2.302	2.399	2.873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.245	2.964	0.281	9.3%	0.104	3.5%	21%	False	True	23,640
10	3.278	2.964	0.314	10.4%	0.092	3.0%	18%	False	True	28,559
20	3.607	2.964	0.643	21.3%	0.094	3.1%	9%	False	True	41,297
40	3.933	2.964	0.969	32.1%	0.099	3.3%	6%	False	True	34,001
60	4.114	2.964	1.150	38.1%	0.099	3.3%	5%	False	True	28,731
80	4.450	2.964	1.486	49.2%	0.096	3.2%	4%	False	True	24,723
100	4.558	2.964	1.594	52.7%	0.097	3.2%	4%	False	True	21,447
120	4.912	2.964	1.948	64.5%	0.096	3.2%	3%	False	True	18,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.647
2.618	3.434
1.618	3.304
1.000	3.224
0.618	3.174
HIGH	3.094
0.618	3.044
0.500	3.029
0.382	3.014
LOW	2.964
0.618	2.884
1.000	2.834
1.618	2.754
2.618	2.624
4.250	2.412

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	3.029	3.069
PP	3.027	3.053
S1	3.024	3.038

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

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