NYMEX Natural Gas Future June 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	3.065	2.908	-0.157	-5.1%	2.630
High	3.077	2.924	-0.153	-5.0%	3.076
Low	2.903	2.771	-0.132	-4.5%	2.605
Close	2.962	2.808	-0.154	-5.2%	3.012
Range	0.174	0.153	-0.021	-12.1%	0.471
ATR	0.141	0.144	0.004	2.6%	0.000
Volume	22,440	21,516	-924	-4.1%	140,540

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.293	3.204	2.892
R3	3.140	3.051	2.850
R2	2.987	2.987	2.836
R1	2.898	2.898	2.822	2.866
PP	2.834	2.834	2.834	2.819
S1	2.745	2.745	2.794	2.713
S2	2.681	2.681	2.780
S3	2.528	2.592	2.766
S4	2.375	2.439	2.724

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	3.077	2.771	0.306	10.9%	0.166	5.9%	12%	False	True	25,043
10	3.077	2.590	0.487	17.3%	0.168	6.0%	45%	False	False	24,828
20	3.310	2.590	0.720	25.6%	0.142	5.0%	30%	False	False	18,464
40	3.786	2.590	1.196	42.6%	0.111	3.9%	18%	False	False	11,684
60	4.021	2.590	1.431	51.0%	0.103	3.7%	15%	False	False	9,041
80	4.157	2.590	1.567	55.8%	0.099	3.5%	14%	False	False	7,231

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.574
2.618	3.325
1.618	3.172
1.000	3.077
0.618	3.019
HIGH	2.924
0.618	2.866
0.500	2.848
0.382	2.829
LOW	2.771
0.618	2.676
1.000	2.618
1.618	2.523
2.618	2.370
4.250	2.121

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	2.848	2.924
PP	2.834	2.885
S1	2.821	2.847

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

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