NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	2.617	2.626	0.009	0.3%	3.111
High	2.662	2.626	-0.036	-1.4%	3.147
Low	2.580	2.461	-0.119	-4.6%	2.756
Close	2.614	2.484	-0.130	-5.0%	2.797
Range	0.082	0.165	0.083	101.2%	0.391
ATR	0.113	0.117	0.004	3.3%	0.000
Volume	58,899	53,835	-5,064	-8.6%	259,653

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.019	2.916	2.575
R3	2.854	2.751	2.529
R2	2.689	2.689	2.514
R1	2.586	2.586	2.499	2.555
PP	2.524	2.524	2.524	2.508
S1	2.421	2.421	2.469	2.390
S2	2.359	2.359	2.454
S3	2.194	2.256	2.439
S4	2.029	2.091	2.393

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	2.887	2.461	0.426	17.1%	0.120	4.8%	5%	False	True	57,336
10	3.208	2.461	0.747	30.1%	0.124	5.0%	3%	False	True	51,636
20	3.340	2.461	0.879	35.4%	0.109	4.4%	3%	False	True	37,332
40	3.765	2.461	1.304	52.5%	0.104	4.2%	2%	False	True	33,148
60	4.052	2.461	1.591	64.0%	0.102	4.1%	1%	False	True	28,937
80	4.270	2.461	1.809	72.8%	0.098	4.0%	1%	False	True	26,117
100	4.500	2.461	2.039	82.1%	0.097	3.9%	1%	False	True	23,419
120	4.538	2.461	2.077	83.6%	0.095	3.8%	1%	False	True	21,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.327
2.618	3.058
1.618	2.893
1.000	2.791
0.618	2.728
HIGH	2.626
0.618	2.563
0.500	2.544
0.382	2.524
LOW	2.461
0.618	2.359
1.000	2.296
1.618	2.194
2.618	2.029
4.250	1.760

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	2.544	2.605
PP	2.524	2.565
S1	2.504	2.524

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

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