NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	3.228	3.153	-0.075	-2.3%	3.181
High	3.253	3.153	-0.100	-3.1%	3.310
Low	3.120	2.965	-0.155	-5.0%	3.129
Close	3.158	3.004	-0.154	-4.9%	3.260
Range	0.133	0.188	0.055	41.4%	0.181
ATR	0.094	0.101	0.007	7.5%	0.000
Volume	9,879	17,416	7,537	76.3%	30,791

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.605	3.492	3.107
R3	3.417	3.304	3.056
R2	3.229	3.229	3.038
R1	3.116	3.116	3.021	3.079
PP	3.041	3.041	3.041	3.022
S1	2.928	2.928	2.987	2.891
S2	2.853	2.853	2.970
S3	2.665	2.740	2.952
S4	2.477	2.552	2.901

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.776	3.699	3.360
R3	3.595	3.518	3.310
R2	3.414	3.414	3.293
R1	3.337	3.337	3.277	3.376
PP	3.233	3.233	3.233	3.252
S1	3.156	3.156	3.243	3.195
S2	3.052	3.052	3.227
S3	2.871	2.975	3.210
S4	2.690	2.794	3.160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.309	2.965	0.344	11.5%	0.117	3.9%	11%	False	True	11,246
10	3.358	2.965	0.393	13.1%	0.108	3.6%	10%	False	True	7,563
20	3.485	2.965	0.520	17.3%	0.091	3.0%	8%	False	True	6,111
40	3.851	2.965	0.886	29.5%	0.091	3.0%	4%	False	True	5,423
60	4.157	2.965	1.192	39.7%	0.089	3.0%	3%	False	True	4,406
80	4.384	2.965	1.419	47.2%	0.085	2.8%	3%	False	True	3,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	3.952
2.618	3.645
1.618	3.457
1.000	3.341
0.618	3.269
HIGH	3.153
0.618	3.081
0.500	3.059
0.382	3.037
LOW	2.965
0.618	2.849
1.000	2.777
1.618	2.661
2.618	2.473
4.250	2.166

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	3.059	3.109
PP	3.041	3.074
S1	3.022	3.039

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

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