NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	3.271	3.237	-0.034	-1.0%	3.425
High	3.281	3.303	0.022	0.7%	3.460
Low	3.210	3.190	-0.020	-0.6%	3.210
Close	3.243	3.249	0.006	0.2%	3.243
Range	0.071	0.113	0.042	59.2%	0.250
ATR	0.082	0.084	0.002	2.7%	0.000
Volume	3,940	3,234	-706	-17.9%	11,072

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.586	3.531	3.311
R3	3.473	3.418	3.280
R2	3.360	3.360	3.270
R1	3.305	3.305	3.259	3.333
PP	3.247	3.247	3.247	3.261
S1	3.192	3.192	3.239	3.220
S2	3.134	3.134	3.228
S3	3.021	3.079	3.218
S4	2.908	2.966	3.187

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	3.190	0.270	8.3%	0.086	2.6%	22%	False	True	2,861
10	3.496	3.190	0.306	9.4%	0.077	2.4%	19%	False	True	3,045
20	3.790	3.190	0.600	18.5%	0.078	2.4%	10%	False	True	3,731
40	4.042	3.190	0.852	26.2%	0.080	2.5%	7%	False	True	3,236

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.783
2.618	3.599
1.618	3.486
1.000	3.416
0.618	3.373
HIGH	3.303
0.618	3.260
0.500	3.247
0.382	3.233
LOW	3.190
0.618	3.120
1.000	3.077
1.618	3.007
2.618	2.894
4.250	2.710

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	3.248	3.283
PP	3.247	3.271
S1	3.247	3.260

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

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