NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	3.019	3.100	0.081	2.7%	2.923
High	3.113	3.128	0.015	0.5%	2.923
Low	2.999	2.905	-0.094	-3.1%	2.643
Close	3.083	2.980	-0.103	-3.3%	2.733
Range	0.114	0.223	0.109	95.6%	0.280
ATR	0.128	0.135	0.007	5.3%	0.000
Volume	25,194	17,843	-7,351	-29.2%	62,241

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.673	3.550	3.103
R3	3.450	3.327	3.041
R2	3.227	3.227	3.021
R1	3.104	3.104	3.000	3.054
PP	3.004	3.004	3.004	2.980
S1	2.881	2.881	2.960	2.831
S2	2.781	2.781	2.939
S3	2.558	2.658	2.919
S4	2.335	2.435	2.857

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	3.128	2.643	0.485	16.3%	0.192	6.4%	69%	True	False	19,945
10	3.128	2.643	0.485	16.3%	0.148	5.0%	69%	True	False	18,577
20	3.417	2.643	0.774	26.0%	0.128	4.3%	44%	False	False	12,417
40	3.868	2.643	1.225	41.1%	0.102	3.4%	28%	False	False	8,149
60	4.162	2.643	1.519	51.0%	0.096	3.2%	22%	False	False	6,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.076
2.618	3.712
1.618	3.489
1.000	3.351
0.618	3.266
HIGH	3.128
0.618	3.043
0.500	3.017
0.382	2.990
LOW	2.905
0.618	2.767
1.000	2.682
1.618	2.544
2.618	2.321
4.250	1.957

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	3.017	3.017
PP	3.004	3.004
S1	2.992	2.992

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

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