NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	3.070	3.010	-0.060	-2.0%	3.290
High	3.090	3.034	-0.056	-1.8%	3.330
Low	2.992	2.972	-0.020	-0.7%	2.972
Close	3.037	3.007	-0.030	-1.0%	3.007
Range	0.098	0.062	-0.036	-36.7%	0.358
ATR	0.094	0.092	-0.002	-2.2%	0.000
Volume	12,686	7,346	-5,340	-42.1%	36,864

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.190	3.161	3.041
R3	3.128	3.099	3.024
R2	3.066	3.066	3.018
R1	3.037	3.037	3.013	3.021
PP	3.004	3.004	3.004	2.996
S1	2.975	2.975	3.001	2.959
S2	2.942	2.942	2.996
S3	2.880	2.913	2.990
S4	2.818	2.851	2.973

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.177	3.950	3.204
R3	3.819	3.592	3.105
R2	3.461	3.461	3.073
R1	3.234	3.234	3.040	3.169
PP	3.103	3.103	3.103	3.070
S1	2.876	2.876	2.974	2.811
S2	2.745	2.745	2.941
S3	2.387	2.518	2.909
S4	2.029	2.160	2.810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.330	2.972	0.358	11.9%	0.101	3.4%	10%	False	True	7,372
10	3.390	2.972	0.418	13.9%	0.094	3.1%	8%	False	True	5,315
20	3.522	2.972	0.550	18.3%	0.080	2.7%	6%	False	True	3,681
40	3.927	2.972	0.955	31.8%	0.081	2.7%	4%	False	True	3,248

Crabel Price Patterns
NR	True
NR4	True
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	0.012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.298
2.618	3.196
1.618	3.134
1.000	3.096
0.618	3.072
HIGH	3.034
0.618	3.010
0.500	3.003
0.382	2.996
LOW	2.972
0.618	2.934
1.000	2.910
1.618	2.872
2.618	2.810
4.250	2.709

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	3.006	3.102
PP	3.004	3.070
S1	3.003	3.039

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

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