NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	3.060	2.992	-0.068	-2.2%	3.280
High	3.060	3.012	-0.048	-1.6%	3.311
Low	2.961	2.943	-0.018	-0.6%	2.943
Close	3.011	2.981	-0.030	-1.0%	2.981
Range	0.099	0.069	-0.030	-30.3%	0.368
ATR	0.100	0.098	-0.002	-2.2%	0.000
Volume	20,651	18,657	-1,994	-9.7%	71,517

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.186	3.152	3.019
R3	3.117	3.083	3.000
R2	3.048	3.048	2.994
R1	3.014	3.014	2.987	2.997
PP	2.979	2.979	2.979	2.970
S1	2.945	2.945	2.975	2.928
S2	2.910	2.910	2.968
S3	2.841	2.876	2.962
S4	2.772	2.807	2.943

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.182	3.950	3.183
R3	3.814	3.582	3.082
R2	3.446	3.446	3.048
R1	3.214	3.214	3.015	3.146
PP	3.078	3.078	3.078	3.045
S1	2.846	2.846	2.947	2.778
S2	2.710	2.710	2.914
S3	2.342	2.478	2.880
S4	1.974	2.110	2.779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.311	2.943	0.368	12.3%	0.106	3.6%	10%	False	True	14,303
10	3.368	2.943	0.425	14.3%	0.108	3.6%	9%	False	True	9,689
20	3.496	2.943	0.553	18.6%	0.089	3.0%	7%	False	True	6,383
40	3.901	2.943	0.958	32.1%	0.088	2.9%	4%	False	True	4,972
60	4.162	2.943	1.219	40.9%	0.085	2.9%	3%	False	True	3,984

Crabel Price Patterns
NR	True
NR4	True
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	0.012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.305
2.618	3.193
1.618	3.124
1.000	3.081
0.618	3.055
HIGH	3.012
0.618	2.986
0.500	2.978
0.382	2.969
LOW	2.943
0.618	2.900
1.000	2.874
1.618	2.831
2.618	2.762
4.250	2.650

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	2.980	3.075
PP	2.979	3.044
S1	2.978	3.012

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

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