NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	3.119	2.973	-0.146	-4.7%	2.698
High	3.124	2.997	-0.127	-4.1%	3.128
Low	2.961	2.831	-0.130	-4.4%	2.663
Close	3.018	2.867	-0.151	-5.0%	3.068
Range	0.163	0.166	0.003	1.8%	0.465
ATR	0.138	0.142	0.003	2.5%	0.000
Volume	16,949	11,124	-5,825	-34.4%	99,892

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.396	3.298	2.958
R3	3.230	3.132	2.913
R2	3.064	3.064	2.897
R1	2.966	2.966	2.882	2.932
PP	2.898	2.898	2.898	2.882
S1	2.800	2.800	2.852	2.766
S2	2.732	2.732	2.837
S3	2.566	2.634	2.821
S4	2.400	2.468	2.776

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.348	4.173	3.324
R3	3.883	3.708	3.196
R2	3.418	3.418	3.153
R1	3.243	3.243	3.111	3.331
PP	2.953	2.953	2.953	2.997
S1	2.778	2.778	3.025	2.866
S2	2.488	2.488	2.983
S3	2.023	2.313	2.940
S4	1.558	1.848	2.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.128	2.831	0.297	10.4%	0.164	5.7%	12%	False	True	17,356
10	3.128	2.643	0.485	16.9%	0.163	5.7%	46%	False	False	17,478
20	3.368	2.643	0.725	25.3%	0.140	4.9%	31%	False	False	14,157
40	3.830	2.643	1.187	41.4%	0.107	3.7%	19%	False	False	9,005
60	4.060	2.643	1.417	49.4%	0.100	3.5%	16%	False	False	6,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.703
2.618	3.432
1.618	3.266
1.000	3.163
0.618	3.100
HIGH	2.997
0.618	2.934
0.500	2.914
0.382	2.894
LOW	2.831
0.618	2.728
1.000	2.665
1.618	2.562
2.618	2.396
4.250	2.126

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	2.914	2.978
PP	2.898	2.941
S1	2.883	2.904

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

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