NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	3.050	2.885	-0.165	-5.4%	2.630
High	3.076	3.026	-0.050	-1.6%	3.076
Low	2.845	2.872	0.027	0.9%	2.605
Close	2.922	3.012	0.090	3.1%	3.012
Range	0.231	0.154	-0.077	-33.3%	0.471
ATR	0.137	0.138	0.001	0.9%	0.000
Volume	27,439	30,177	2,738	10.0%	140,540

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.432	3.376	3.097
R3	3.278	3.222	3.054
R2	3.124	3.124	3.040
R1	3.068	3.068	3.026	3.096
PP	2.970	2.970	2.970	2.984
S1	2.914	2.914	2.998	2.942
S2	2.816	2.816	2.984
S3	2.662	2.760	2.970
S4	2.508	2.606	2.927

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.311	4.132	3.271
R3	3.840	3.661	3.142
R2	3.369	3.369	3.098
R1	3.190	3.190	3.055	3.280
PP	2.898	2.898	2.898	2.942
S1	2.719	2.719	2.969	2.809
S2	2.427	2.427	2.926
S3	1.956	2.248	2.882
S4	1.485	1.777	2.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.076	2.605	0.471	15.6%	0.203	6.7%	86%	False	False	28,108
10	3.076	2.590	0.486	16.1%	0.157	5.2%	87%	False	False	24,058
20	3.323	2.590	0.733	24.3%	0.135	4.5%	58%	False	False	16,657
40	3.812	2.590	1.222	40.6%	0.107	3.5%	35%	False	False	10,812
60	4.118	2.590	1.528	50.7%	0.101	3.3%	28%	False	False	8,389
80	4.182	2.590	1.592	52.9%	0.097	3.2%	27%	False	False	6,723

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.681
2.618	3.429
1.618	3.275
1.000	3.180
0.618	3.121
HIGH	3.026
0.618	2.967
0.500	2.949
0.382	2.931
LOW	2.872
0.618	2.777
1.000	2.718
1.618	2.623
2.618	2.469
4.250	2.218

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	2.991	2.995
PP	2.970	2.978
S1	2.949	2.961

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

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