NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	2.912	2.770	-0.142	-4.9%	2.471
High	2.942	2.782	-0.160	-5.4%	2.940
Low	2.750	2.596	-0.154	-5.6%	2.438
Close	2.816	2.638	-0.178	-6.3%	2.869
Range	0.192	0.186	-0.006	-3.1%	0.502
ATR	0.149	0.154	0.005	3.4%	0.000
Volume	75,844	60,962	-14,882	-19.6%	469,948

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.230	3.120	2.740
R3	3.044	2.934	2.689
R2	2.858	2.858	2.672
R1	2.748	2.748	2.655	2.710
PP	2.672	2.672	2.672	2.653
S1	2.562	2.562	2.621	2.524
S2	2.486	2.486	2.604
S3	2.300	2.376	2.587
S4	2.114	2.190	2.536

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.255	4.064	3.145
R3	3.753	3.562	3.007
R2	3.251	3.251	2.961
R1	3.060	3.060	2.915	3.156
PP	2.749	2.749	2.749	2.797
S1	2.558	2.558	2.823	2.654
S2	2.247	2.247	2.777
S3	1.745	2.056	2.731
S4	1.243	1.554	2.593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.942	2.596	0.346	13.1%	0.182	6.9%	12%	False	True	86,542
10	2.942	2.438	0.504	19.1%	0.179	6.8%	40%	False	False	79,037
20	3.210	2.438	0.772	29.3%	0.152	5.8%	26%	False	False	62,404
40	3.712	2.438	1.274	48.3%	0.119	4.5%	16%	False	False	45,830
60	3.947	2.438	1.509	57.2%	0.114	4.3%	13%	False	False	37,677
80	4.092	2.438	1.654	62.7%	0.109	4.1%	12%	False	False	33,248
100	4.414	2.438	1.976	74.9%	0.103	3.9%	10%	False	False	29,285
120	4.508	2.438	2.070	78.5%	0.102	3.9%	10%	False	False	26,084

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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.573
2.618	3.269
1.618	3.083
1.000	2.968
0.618	2.897
HIGH	2.782
0.618	2.711
0.500	2.689
0.382	2.667
LOW	2.596
0.618	2.481
1.000	2.410
1.618	2.295
2.618	2.109
4.250	1.806

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	2.689	2.769
PP	2.672	2.725
S1	2.655	2.682

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

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