NYMEX Natural Gas Future March 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	2.955	2.800	-0.155	-5.2%	2.986
High	2.961	2.804	-0.157	-5.3%	3.153
Low	2.768	2.700	-0.068	-2.5%	2.964
Close	2.803	2.737	-0.066	-2.4%	3.098
Range	0.193	0.104	-0.089	-46.1%	0.189
ATR	0.116	0.115	-0.001	-0.7%	0.000
Volume	86,444	114,226	27,782	32.1%	204,110

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.059	3.002	2.794
R3	2.955	2.898	2.766
R2	2.851	2.851	2.756
R1	2.794	2.794	2.747	2.771
PP	2.747	2.747	2.747	2.735
S1	2.690	2.690	2.727	2.667
S2	2.643	2.643	2.718
S3	2.539	2.586	2.708
S4	2.435	2.482	2.680

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.639	3.557	3.202
R3	3.450	3.368	3.150
R2	3.261	3.261	3.133
R1	3.179	3.179	3.115	3.220
PP	3.072	3.072	3.072	3.092
S1	2.990	2.990	3.081	3.031
S2	2.883	2.883	3.063
S3	2.694	2.801	3.046
S4	2.505	2.612	2.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.113	2.700	0.413	15.1%	0.123	4.5%	9%	False	True	80,835
10	3.174	2.700	0.474	17.3%	0.128	4.7%	8%	False	True	59,931
20	3.347	2.700	0.647	23.6%	0.107	3.9%	6%	False	True	46,771
40	3.741	2.700	1.041	38.0%	0.107	3.9%	4%	False	True	43,055
60	4.070	2.700	1.370	50.1%	0.103	3.8%	3%	False	True	34,696
80	4.333	2.700	1.633	59.7%	0.099	3.6%	2%	False	True	30,041
100	4.516	2.700	1.816	66.4%	0.100	3.6%	2%	False	True	25,942
120	4.765	2.700	2.065	75.4%	0.097	3.6%	2%	False	True	22,699

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.246
2.618	3.076
1.618	2.972
1.000	2.908
0.618	2.868
HIGH	2.804
0.618	2.764
0.500	2.752
0.382	2.740
LOW	2.700
0.618	2.636
1.000	2.596
1.618	2.532
2.618	2.428
4.250	2.258

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	2.752	2.891
PP	2.747	2.840
S1	2.742	2.788

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

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