NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	2.923	2.781	-0.142	-4.9%	3.280
High	2.923	2.834	-0.089	-3.0%	3.311
Low	2.756	2.758	0.002	0.1%	2.943
Close	2.797	2.792	-0.005	-0.2%	2.981
Range	0.167	0.076	-0.091	-54.5%	0.368
ATR	0.107	0.105	-0.002	-2.1%	0.000
Volume	15,426	16,619	1,193	7.7%	71,517

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.023	2.983	2.834
R3	2.947	2.907	2.813
R2	2.871	2.871	2.806
R1	2.831	2.831	2.799	2.851
PP	2.795	2.795	2.795	2.805
S1	2.755	2.755	2.785	2.775
S2	2.719	2.719	2.778
S3	2.643	2.679	2.771
S4	2.567	2.603	2.750

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	3.207	2.756	0.451	16.2%	0.120	4.3%	8%	False	False	17,689
10	3.368	2.756	0.612	21.9%	0.114	4.1%	6%	False	False	12,176
20	3.496	2.756	0.740	26.5%	0.095	3.4%	5%	False	False	7,611
40	3.901	2.756	1.145	41.0%	0.089	3.2%	3%	False	False	5,642
60	4.162	2.756	1.406	50.4%	0.087	3.1%	3%	False	False	4,463

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.157
2.618	3.033
1.618	2.957
1.000	2.910
0.618	2.881
HIGH	2.834
0.618	2.805
0.500	2.796
0.382	2.787
LOW	2.758
0.618	2.711
1.000	2.682
1.618	2.635
2.618	2.559
4.250	2.435

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	2.796	2.884
PP	2.795	2.853
S1	2.793	2.823

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

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