NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	3.237	3.238	0.001	0.0%	3.425
High	3.303	3.361	0.058	1.8%	3.460
Low	3.190	3.238	0.048	1.5%	3.210
Close	3.249	3.346	0.097	3.0%	3.243
Range	0.113	0.123	0.010	8.8%	0.250
ATR	0.084	0.087	0.003	3.3%	0.000
Volume	3,234	4,527	1,293	40.0%	11,072

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.684	3.638	3.414
R3	3.561	3.515	3.380
R2	3.438	3.438	3.369
R1	3.392	3.392	3.357	3.415
PP	3.315	3.315	3.315	3.327
S1	3.269	3.269	3.335	3.292
S2	3.192	3.192	3.323
S3	3.069	3.146	3.312
S4	2.946	3.023	3.278

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	3.417	3.190	0.227	6.8%	0.095	2.8%	69%	False	False	3,340
10	3.496	3.190	0.306	9.1%	0.084	2.5%	51%	False	False	3,237
20	3.752	3.190	0.562	16.8%	0.079	2.3%	28%	False	False	3,826
40	3.989	3.190	0.799	23.9%	0.082	2.4%	20%	False	False	3,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	3.884
2.618	3.683
1.618	3.560
1.000	3.484
0.618	3.437
HIGH	3.361
0.618	3.314
0.500	3.300
0.382	3.285
LOW	3.238
0.618	3.162
1.000	3.115
1.618	3.039
2.618	2.916
4.250	2.715

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	3.331	3.323
PP	3.315	3.299
S1	3.300	3.276

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

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