NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	3.525	3.510	-0.015	-0.4%	3.636
High	3.616	3.523	-0.093	-2.6%	3.638
Low	3.518	3.400	-0.118	-3.4%	3.400
Close	3.536	3.411	-0.125	-3.5%	3.411
Range	0.098	0.123	0.025	25.5%	0.238
ATR	0.102	0.105	0.002	2.3%	0.000
Volume	36,157	43,140	6,983	19.3%	171,347

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.814	3.735	3.479
R3	3.691	3.612	3.445
R2	3.568	3.568	3.434
R1	3.489	3.489	3.422	3.467
PP	3.445	3.445	3.445	3.434
S1	3.366	3.366	3.400	3.344
S2	3.322	3.322	3.388
S3	3.199	3.243	3.377
S4	3.076	3.120	3.343

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.197	4.042	3.542
R3	3.959	3.804	3.476
R2	3.721	3.721	3.455
R1	3.566	3.566	3.433	3.525
PP	3.483	3.483	3.483	3.462
S1	3.328	3.328	3.389	3.287
S2	3.245	3.245	3.367
S3	3.007	3.090	3.346
S4	2.769	2.852	3.280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.638	3.400	0.238	7.0%	0.101	3.0%	5%	False	True	34,269
10	3.765	3.400	0.365	10.7%	0.106	3.1%	3%	False	True	28,649
20	3.765	3.400	0.365	10.7%	0.103	3.0%	3%	False	True	26,406
40	4.092	3.400	0.692	20.3%	0.102	3.0%	2%	False	True	23,154
60	4.315	3.400	0.915	26.8%	0.093	2.7%	1%	False	True	20,479
80	4.500	3.400	1.100	32.2%	0.095	2.8%	1%	False	True	18,090
100	4.753	3.400	1.353	39.7%	0.093	2.7%	1%	False	True	16,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.046
2.618	3.845
1.618	3.722
1.000	3.646
0.618	3.599
HIGH	3.523
0.618	3.476
0.500	3.462
0.382	3.447
LOW	3.400
0.618	3.324
1.000	3.277
1.618	3.201
2.618	3.078
4.250	2.877

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	3.462	3.508
PP	3.445	3.476
S1	3.428	3.443

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

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