NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	3.425	3.382	-0.043	-1.3%	3.372
High	3.460	3.417	-0.043	-1.2%	3.496
Low	3.385	3.361	-0.024	-0.7%	3.341
Close	3.404	3.366	-0.038	-1.1%	3.410
Range	0.075	0.056	-0.019	-25.3%	0.155
ATR	0.082	0.080	-0.002	-2.3%	0.000
Volume	2,129	1,657	-472	-22.2%	16,153

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.549	3.514	3.397
R3	3.493	3.458	3.381
R2	3.437	3.437	3.376
R1	3.402	3.402	3.371	3.392
PP	3.381	3.381	3.381	3.376
S1	3.346	3.346	3.361	3.336
S2	3.325	3.325	3.356
S3	3.269	3.290	3.351
S4	3.213	3.234	3.335

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	3.361	0.135	4.0%	0.072	2.1%	4%	False	True	2,949
10	3.496	3.341	0.155	4.6%	0.066	2.0%	16%	False	False	3,058
20	3.868	3.341	0.527	15.7%	0.075	2.2%	5%	False	False	3,840
40	4.159	3.341	0.818	24.3%	0.080	2.4%	3%	False	False	3,115

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.655
2.618	3.564
1.618	3.508
1.000	3.473
0.618	3.452
HIGH	3.417
0.618	3.396
0.500	3.389
0.382	3.382
LOW	3.361
0.618	3.326
1.000	3.305
1.618	3.270
2.618	3.214
4.250	3.123

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	3.389	3.411
PP	3.381	3.396
S1	3.374	3.381

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

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