NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	3.372	3.389	0.017	0.5%	3.510
High	3.401	3.432	0.031	0.9%	3.537
Low	3.341	3.375	0.034	1.0%	3.377
Close	3.380	3.420	0.040	1.2%	3.407
Range	0.060	0.057	-0.003	-5.0%	0.160
ATR	0.086	0.084	-0.002	-2.4%	0.000
Volume	2,612	2,582	-30	-1.1%	20,843

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.580	3.557	3.451
R3	3.523	3.500	3.436
R2	3.466	3.466	3.430
R1	3.443	3.443	3.425	3.455
PP	3.409	3.409	3.409	3.415
S1	3.386	3.386	3.415	3.398
S2	3.352	3.352	3.410
S3	3.295	3.329	3.404
S4	3.238	3.272	3.389

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.920	3.824	3.495
R3	3.760	3.664	3.451
R2	3.600	3.600	3.436
R1	3.504	3.504	3.422	3.472
PP	3.440	3.440	3.440	3.425
S1	3.344	3.344	3.392	3.312
S2	3.280	3.280	3.378
S3	3.120	3.184	3.363
S4	2.960	3.024	3.319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.485	3.341	0.144	4.2%	0.061	1.8%	55%	False	False	3,167
10	3.752	3.341	0.411	12.0%	0.071	2.1%	19%	False	False	4,063
20	3.901	3.341	0.560	16.4%	0.081	2.4%	14%	False	False	3,629
40	4.162	3.341	0.821	24.0%	0.082	2.4%	10%	False	False	2,927

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.674
2.618	3.581
1.618	3.524
1.000	3.489
0.618	3.467
HIGH	3.432
0.618	3.410
0.500	3.404
0.382	3.397
LOW	3.375
0.618	3.340
1.000	3.318
1.618	3.283
2.618	3.226
4.250	3.133

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	3.415	3.411
PP	3.409	3.401
S1	3.404	3.392

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

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