NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	3.420	3.425	0.005	0.1%	3.372
High	3.445	3.460	0.015	0.4%	3.496
Low	3.405	3.385	-0.020	-0.6%	3.341
Close	3.410	3.404	-0.006	-0.2%	3.410
Range	0.040	0.075	0.035	87.5%	0.155
ATR	0.083	0.082	-0.001	-0.7%	0.000
Volume	3,258	2,129	-1,129	-34.7%	16,153

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.641	3.598	3.445
R3	3.566	3.523	3.425
R2	3.491	3.491	3.418
R1	3.448	3.448	3.411	3.432
PP	3.416	3.416	3.416	3.409
S1	3.373	3.373	3.397	3.357
S2	3.341	3.341	3.390
S3	3.266	3.298	3.383
S4	3.191	3.223	3.363

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	3.375	0.121	3.6%	0.072	2.1%	24%	False	False	3,134
10	3.537	3.341	0.196	5.8%	0.067	2.0%	32%	False	False	3,356
20	3.868	3.341	0.527	15.5%	0.076	2.2%	12%	False	False	3,881
40	4.162	3.341	0.821	24.1%	0.081	2.4%	8%	False	False	3,131

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

Fibonacci Retracements and Extensions
4.250	3.779
2.618	3.656
1.618	3.581
1.000	3.535
0.618	3.506
HIGH	3.460
0.618	3.431
0.500	3.423
0.382	3.414
LOW	3.385
0.618	3.339
1.000	3.310
1.618	3.264
2.618	3.189
4.250	3.066

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	3.423	3.441
PP	3.416	3.428
S1	3.410	3.416

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

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