NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	3.479	3.420	-0.059	-1.7%	3.372
High	3.496	3.445	-0.051	-1.5%	3.496
Low	3.403	3.405	0.002	0.1%	3.341
Close	3.458	3.410	-0.048	-1.4%	3.410
Range	0.093	0.040	-0.053	-57.0%	0.155
ATR	0.085	0.083	-0.002	-2.7%	0.000
Volume	4,670	3,258	-1,412	-30.2%	16,153

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.540	3.515	3.432
R3	3.500	3.475	3.421
R2	3.460	3.460	3.417
R1	3.435	3.435	3.414	3.428
PP	3.420	3.420	3.420	3.416
S1	3.395	3.395	3.406	3.388
S2	3.380	3.380	3.403
S3	3.340	3.355	3.399
S4	3.300	3.315	3.388

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.881	3.800	3.495
R3	3.726	3.645	3.453
R2	3.571	3.571	3.438
R1	3.490	3.490	3.424	3.531
PP	3.416	3.416	3.416	3.436
S1	3.335	3.335	3.396	3.376
S2	3.261	3.261	3.382
S3	3.106	3.180	3.367
S4	2.951	3.025	3.325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.496	3.341	0.155	4.5%	0.069	2.0%	45%	False	False	3,230
10	3.537	3.341	0.196	5.7%	0.065	1.9%	35%	False	False	3,699
20	3.901	3.341	0.560	16.4%	0.081	2.4%	12%	False	False	3,805
40	4.162	3.341	0.821	24.1%	0.082	2.4%	8%	False	False	3,121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3.615
2.618	3.550
1.618	3.510
1.000	3.485
0.618	3.470
HIGH	3.445
0.618	3.430
0.500	3.425
0.382	3.420
LOW	3.405
0.618	3.380
1.000	3.365
1.618	3.340
2.618	3.300
4.250	3.235

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	3.425	3.446
PP	3.420	3.434
S1	3.415	3.422

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

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