NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	3.232	3.070	-0.162	-5.0%	3.260
High	3.232	3.090	-0.142	-4.4%	3.390
Low	3.044	2.992	-0.052	-1.7%	3.221
Close	3.086	3.037	-0.049	-1.6%	3.343
Range	0.188	0.098	-0.090	-47.9%	0.169
ATR	0.094	0.094	0.000	0.3%	0.000
Volume	8,213	12,686	4,473	54.5%	13,551

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.334	3.283	3.091
R3	3.236	3.185	3.064
R2	3.138	3.138	3.055
R1	3.087	3.087	3.046	3.064
PP	3.040	3.040	3.040	3.028
S1	2.989	2.989	3.028	2.966
S2	2.942	2.942	3.019
S3	2.844	2.891	3.010
S4	2.746	2.793	2.983

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.825	3.753	3.436
R3	3.656	3.584	3.389
R2	3.487	3.487	3.374
R1	3.415	3.415	3.358	3.451
PP	3.318	3.318	3.318	3.336
S1	3.246	3.246	3.328	3.282
S2	3.149	3.149	3.312
S3	2.980	3.077	3.297
S4	2.811	2.908	3.250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.343	2.992	0.351	11.6%	0.100	3.3%	13%	False	True	6,720
10	3.393	2.992	0.401	13.2%	0.098	3.2%	11%	False	True	4,877
20	3.530	2.992	0.538	17.7%	0.082	2.7%	8%	False	True	3,365
40	3.927	2.992	0.935	30.8%	0.081	2.7%	5%	False	True	3,132

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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.507
2.618	3.347
1.618	3.249
1.000	3.188
0.618	3.151
HIGH	3.090
0.618	3.053
0.500	3.041
0.382	3.029
LOW	2.992
0.618	2.931
1.000	2.894
1.618	2.833
2.618	2.735
4.250	2.576

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	3.041	3.161
PP	3.040	3.120
S1	3.038	3.078

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

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