NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	3.206	3.060	-0.146	-4.6%	3.237
High	3.207	3.060	-0.147	-4.6%	3.368
Low	3.017	2.961	-0.056	-1.9%	3.190
Close	3.060	3.011	-0.049	-1.6%	3.316
Range	0.190	0.099	-0.091	-47.9%	0.178
ATR	0.100	0.100	0.000	-0.1%	0.000
Volume	17,095	20,651	3,556	20.8%	21,433

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.308	3.258	3.065
R3	3.209	3.159	3.038
R2	3.110	3.110	3.029
R1	3.060	3.060	3.020	3.036
PP	3.011	3.011	3.011	2.998
S1	2.961	2.961	3.002	2.937
S2	2.912	2.912	2.993
S3	2.813	2.862	2.984
S4	2.714	2.763	2.957

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.825	3.749	3.414
R3	3.647	3.571	3.365
R2	3.469	3.469	3.349
R1	3.393	3.393	3.332	3.431
PP	3.291	3.291	3.291	3.311
S1	3.215	3.215	3.300	3.253
S2	3.113	3.113	3.283
S3	2.935	3.037	3.267
S4	2.757	2.859	3.218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.327	2.961	0.366	12.2%	0.109	3.6%	14%	False	True	11,944
10	3.375	2.961	0.414	13.7%	0.112	3.7%	12%	False	True	8,157
20	3.496	2.961	0.535	17.8%	0.089	3.0%	9%	False	True	5,608
40	3.901	2.961	0.940	31.2%	0.088	2.9%	5%	False	True	4,579
60	4.162	2.961	1.201	39.9%	0.086	2.9%	4%	False	True	3,772

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	0.010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.481
2.618	3.319
1.618	3.220
1.000	3.159
0.618	3.121
HIGH	3.060
0.618	3.022
0.500	3.011
0.382	2.999
LOW	2.961
0.618	2.900
1.000	2.862
1.618	2.801
2.618	2.702
4.250	2.540

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	3.011	3.136
PP	3.011	3.094
S1	3.011	3.053

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

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