NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	2.976	3.019	0.043	1.4%	2.923
High	3.089	3.113	0.024	0.8%	2.923
Low	2.946	2.999	0.053	1.8%	2.643
Close	2.979	3.083	0.104	3.5%	2.733
Range	0.143	0.114	-0.029	-20.3%	0.280
ATR	0.128	0.128	0.000	0.3%	0.000
Volume	28,835	25,194	-3,641	-12.6%	62,241

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.407	3.359	3.146
R3	3.293	3.245	3.114
R2	3.179	3.179	3.104
R1	3.131	3.131	3.093	3.155
PP	3.065	3.065	3.065	3.077
S1	3.017	3.017	3.073	3.041
S2	2.951	2.951	3.062
S3	2.837	2.903	3.052
S4	2.723	2.789	3.020

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.606	3.450	2.887
R3	3.326	3.170	2.810
R2	3.046	3.046	2.784
R1	2.890	2.890	2.759	2.828
PP	2.766	2.766	2.766	2.736
S1	2.610	2.610	2.707	2.548
S2	2.486	2.486	2.682
S3	2.206	2.330	2.656
S4	1.926	2.050	2.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.113	2.643	0.470	15.2%	0.170	5.5%	94%	True	False	19,315
10	3.207	2.643	0.564	18.3%	0.145	4.7%	78%	False	False	18,502
20	3.460	2.643	0.817	26.5%	0.121	3.9%	54%	False	False	11,632
40	3.901	2.643	1.258	40.8%	0.101	3.3%	35%	False	False	7,718
60	4.162	2.643	1.519	49.3%	0.095	3.1%	29%	False	False	5,958

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.598
2.618	3.411
1.618	3.297
1.000	3.227
0.618	3.183
HIGH	3.113
0.618	3.069
0.500	3.056
0.382	3.043
LOW	2.999
0.618	2.929
1.000	2.885
1.618	2.815
2.618	2.701
4.250	2.515

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	3.074	3.018
PP	3.065	2.953
S1	3.056	2.888

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

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