NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	3.375	3.271	-0.104	-3.1%	3.425
High	3.375	3.281	-0.094	-2.8%	3.460
Low	3.262	3.210	-0.052	-1.6%	3.210
Close	3.279	3.243	-0.036	-1.1%	3.243
Range	0.113	0.071	-0.042	-37.2%	0.250
ATR	0.083	0.082	-0.001	-1.0%	0.000
Volume	3,346	3,940	594	17.8%	11,072

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.458	3.421	3.282
R3	3.387	3.350	3.263
R2	3.316	3.316	3.256
R1	3.279	3.279	3.250	3.262
PP	3.245	3.245	3.245	3.236
S1	3.208	3.208	3.236	3.191
S2	3.174	3.174	3.230
S3	3.103	3.137	3.223
S4	3.032	3.066	3.204

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.054	3.899	3.381
R3	3.804	3.649	3.312
R2	3.554	3.554	3.289
R1	3.399	3.399	3.266	3.352
PP	3.304	3.304	3.304	3.281
S1	3.149	3.149	3.220	3.102
S2	3.054	3.054	3.197
S3	2.804	2.899	3.174
S4	2.554	2.649	3.106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.460	3.210	0.250	7.7%	0.071	2.2%	13%	False	True	2,866
10	3.496	3.210	0.286	8.8%	0.073	2.2%	12%	False	True	3,070
20	3.830	3.210	0.620	19.1%	0.074	2.3%	5%	False	True	3,852
40	4.060	3.210	0.850	26.2%	0.079	2.4%	4%	False	True	3,196

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.583
2.618	3.467
1.618	3.396
1.000	3.352
0.618	3.325
HIGH	3.281
0.618	3.254
0.500	3.246
0.382	3.237
LOW	3.210
0.618	3.166
1.000	3.139
1.618	3.095
2.618	3.024
4.250	2.908

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	3.246	3.314
PP	3.245	3.290
S1	3.244	3.267

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

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