NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	3.651	3.510	-0.141	-3.9%	3.790
High	3.651	3.510	-0.141	-3.9%	3.790
Low	3.539	3.459	-0.080	-2.3%	3.539
Close	3.547	3.492	-0.055	-1.6%	3.547
Range	0.112	0.051	-0.061	-54.5%	0.251
ATR	0.093	0.092	0.000	-0.4%	0.000
Volume	6,029	5,563	-466	-7.7%	23,320

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.640	3.617	3.520
R3	3.589	3.566	3.506
R2	3.538	3.538	3.501
R1	3.515	3.515	3.497	3.501
PP	3.487	3.487	3.487	3.480
S1	3.464	3.464	3.487	3.450
S2	3.436	3.436	3.483
S3	3.385	3.413	3.478
S4	3.334	3.362	3.464

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.378	4.214	3.685
R3	4.127	3.963	3.616
R2	3.876	3.876	3.593
R1	3.712	3.712	3.570	3.669
PP	3.625	3.625	3.625	3.604
S1	3.461	3.461	3.524	3.418
S2	3.374	3.374	3.501
S3	3.123	3.210	3.478
S4	2.872	2.959	3.409

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.752	3.459	0.293	8.4%	0.085	2.4%	11%	False	True	5,251
10	3.868	3.459	0.409	11.7%	0.085	2.4%	8%	False	True	4,406
20	3.901	3.459	0.442	12.7%	0.085	2.4%	7%	False	True	3,396
40	4.201	3.459	0.742	21.2%	0.086	2.5%	4%	False	True	2,818

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.727
2.618	3.644
1.618	3.593
1.000	3.561
0.618	3.542
HIGH	3.510
0.618	3.491
0.500	3.485
0.382	3.478
LOW	3.459
0.618	3.427
1.000	3.408
1.618	3.376
2.618	3.325
4.250	3.242

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	3.490	3.606
PP	3.487	3.568
S1	3.485	3.530

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

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