NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	2.747	2.600	-0.147	-5.4%	2.850
High	2.747	2.705	-0.042	-1.5%	2.850
Low	2.600	2.590	-0.010	-0.4%	2.590
Close	2.619	2.679	0.060	2.3%	2.679
Range	0.147	0.115	-0.032	-21.8%	0.260
ATR	0.108	0.109	0.000	0.4%	0.000
Volume	18,255	21,742	3,487	19.1%	78,141

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.003	2.956	2.742
R3	2.888	2.841	2.711
R2	2.773	2.773	2.700
R1	2.726	2.726	2.690	2.750
PP	2.658	2.658	2.658	2.670
S1	2.611	2.611	2.668	2.635
S2	2.543	2.543	2.658
S3	2.428	2.496	2.647
S4	2.313	2.381	2.616

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.486	3.343	2.822
R3	3.226	3.083	2.751
R2	2.966	2.966	2.727
R1	2.823	2.823	2.703	2.765
PP	2.706	2.706	2.706	2.677
S1	2.563	2.563	2.655	2.505
S2	2.446	2.446	2.631
S3	2.186	2.303	2.608
S4	1.926	2.043	2.536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.955	2.590	0.365	13.6%	0.111	4.2%	24%	False	True	20,008
10	3.268	2.590	0.678	25.3%	0.110	4.1%	13%	False	True	16,448
20	3.441	2.590	0.851	31.8%	0.102	3.8%	10%	False	True	10,607
40	3.851	2.590	1.261	47.1%	0.094	3.5%	7%	False	True	7,741
60	4.118	2.590	1.528	57.0%	0.092	3.4%	6%	False	True	6,197
80	4.344	2.590	1.754	65.5%	0.089	3.3%	5%	False	True	5,053

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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.194
2.618	3.006
1.618	2.891
1.000	2.820
0.618	2.776
HIGH	2.705
0.618	2.661
0.500	2.648
0.382	2.634
LOW	2.590
0.618	2.519
1.000	2.475
1.618	2.404
2.618	2.289
4.250	2.101

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	2.669	2.687
PP	2.658	2.684
S1	2.648	2.682

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

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