NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	3.238	3.368	0.130	4.0%	3.425
High	3.361	3.368	0.007	0.2%	3.460
Low	3.238	3.214	-0.024	-0.7%	3.210
Close	3.346	3.251	-0.095	-2.8%	3.243
Range	0.123	0.154	0.031	25.2%	0.250
ATR	0.087	0.092	0.005	5.5%	0.000
Volume	4,527	6,809	2,282	50.4%	11,072

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.740	3.649	3.336
R3	3.586	3.495	3.293
R2	3.432	3.432	3.279
R1	3.341	3.341	3.265	3.310
PP	3.278	3.278	3.278	3.262
S1	3.187	3.187	3.237	3.156
S2	3.124	3.124	3.223
S3	2.970	3.033	3.209
S4	2.816	2.879	3.166

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	3.375	3.190	0.185	5.7%	0.115	3.5%	33%	False	False	4,371
10	3.496	3.190	0.306	9.4%	0.093	2.9%	20%	False	False	3,660
20	3.752	3.190	0.562	17.3%	0.082	2.5%	11%	False	False	3,861
40	3.969	3.190	0.779	24.0%	0.083	2.6%	8%	False	False	3,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	4.023
2.618	3.771
1.618	3.617
1.000	3.522
0.618	3.463
HIGH	3.368
0.618	3.309
0.500	3.291
0.382	3.273
LOW	3.214
0.618	3.119
1.000	3.060
1.618	2.965
2.618	2.811
4.250	2.560

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	3.291	3.279
PP	3.278	3.270
S1	3.264	3.260

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

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