NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	3.275	3.151	-0.124	-3.8%	3.298
High	3.275	3.174	-0.101	-3.1%	3.352
Low	3.155	3.101	-0.054	-1.7%	3.101
Close	3.170	3.131	-0.039	-1.2%	3.131
Range	0.120	0.073	-0.047	-39.2%	0.251
ATR	0.087	0.086	-0.001	-1.2%	0.000
Volume	4,617	10,818	6,201	134.3%	23,641

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.354	3.316	3.171
R3	3.281	3.243	3.151
R2	3.208	3.208	3.144
R1	3.170	3.170	3.138	3.153
PP	3.135	3.135	3.135	3.127
S1	3.097	3.097	3.124	3.080
S2	3.062	3.062	3.118
S3	2.989	3.024	3.111
S4	2.916	2.951	3.091

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.948	3.790	3.269
R3	3.697	3.539	3.200
R2	3.446	3.446	3.177
R1	3.288	3.288	3.154	3.242
PP	3.195	3.195	3.195	3.171
S1	3.037	3.037	3.108	2.991
S2	2.944	2.944	3.085
S3	2.693	2.786	3.062
S4	2.442	2.535	2.993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.352	3.101	0.251	8.0%	0.076	2.4%	12%	False	True	6,799
10	3.391	3.101	0.290	9.3%	0.077	2.5%	10%	False	True	7,546
20	3.735	3.101	0.634	20.2%	0.080	2.6%	5%	False	True	9,951
40	3.978	3.101	0.877	28.0%	0.086	2.7%	3%	False	True	8,425
60	4.121	3.101	1.020	32.6%	0.088	2.8%	3%	False	True	7,143
80	4.440	3.101	1.339	42.8%	0.085	2.7%	2%	False	True	5,947

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.484
2.618	3.365
1.618	3.292
1.000	3.247
0.618	3.219
HIGH	3.174
0.618	3.146
0.500	3.138
0.382	3.129
LOW	3.101
0.618	3.056
1.000	3.028
1.618	2.983
2.618	2.910
4.250	2.791

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	3.138	3.207
PP	3.135	3.181
S1	3.133	3.156

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

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