NYMEX Natural Gas Future April 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	2.879	2.831	-0.048	-1.7%	3.111
High	2.887	2.834	-0.053	-1.8%	3.147
Low	2.788	2.756	-0.032	-1.1%	2.756
Close	2.827	2.797	-0.030	-1.1%	2.797
Range	0.099	0.078	-0.021	-21.2%	0.391
ATR	0.109	0.107	-0.002	-2.0%	0.000
Volume	57,678	67,582	9,904	17.2%	259,653

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.030	2.991	2.840
R3	2.952	2.913	2.818
R2	2.874	2.874	2.811
R1	2.835	2.835	2.804	2.816
PP	2.796	2.796	2.796	2.786
S1	2.757	2.757	2.790	2.738
S2	2.718	2.718	2.783
S3	2.640	2.679	2.776
S4	2.562	2.601	2.754

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.073	3.826	3.012
R3	3.682	3.435	2.905
R2	3.291	3.291	2.869
R1	3.044	3.044	2.833	2.972
PP	2.900	2.900	2.900	2.864
S1	2.653	2.653	2.761	2.581
S2	2.509	2.509	2.725
S3	2.118	2.262	2.689
S4	1.727	1.871	2.582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.147	2.756	0.391	14.0%	0.110	3.9%	10%	False	True	51,930
10	3.210	2.756	0.454	16.2%	0.116	4.2%	9%	False	True	43,560
20	3.340	2.756	0.584	20.9%	0.099	3.5%	7%	False	True	33,916
40	3.765	2.756	1.009	36.1%	0.102	3.6%	4%	False	True	31,108
60	4.052	2.756	1.296	46.3%	0.098	3.5%	3%	False	True	27,341
80	4.270	2.756	1.514	54.1%	0.095	3.4%	3%	False	True	24,644
100	4.500	2.756	1.744	62.4%	0.096	3.4%	2%	False	True	22,056
120	4.627	2.756	1.871	66.9%	0.094	3.4%	2%	False	True	19,810

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	0.012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.166
2.618	3.038
1.618	2.960
1.000	2.912
0.618	2.882
HIGH	2.834
0.618	2.804
0.500	2.795
0.382	2.786
LOW	2.756
0.618	2.708
1.000	2.678
1.618	2.630
2.618	2.552
4.250	2.425

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	2.796	2.896
PP	2.796	2.863
S1	2.795	2.830

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

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