NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	3.010	2.950	-0.060	-2.0%	3.290
High	3.034	2.950	-0.084	-2.8%	3.330
Low	2.972	2.789	-0.183	-6.2%	2.972
Close	3.007	2.824	-0.183	-6.1%	3.007
Range	0.062	0.161	0.099	159.7%	0.358
ATR	0.092	0.101	0.009	9.8%	0.000
Volume	7,346	5,129	-2,217	-30.2%	36,864

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.242	2.913
R3	3.176	3.081	2.868
R2	3.015	3.015	2.854
R1	2.920	2.920	2.839	2.887
PP	2.854	2.854	2.854	2.838
S1	2.759	2.759	2.809	2.726
S2	2.693	2.693	2.794
S3	2.532	2.598	2.780
S4	2.371	2.437	2.735

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	2.789	0.541	19.2%	0.126	4.5%	6%	False	True	7,649
10	3.390	2.789	0.601	21.3%	0.104	3.7%	6%	False	True	5,554
20	3.522	2.789	0.733	26.0%	0.086	3.0%	5%	False	True	3,823
40	3.927	2.789	1.138	40.3%	0.083	2.9%	3%	False	True	3,238

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	0.009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.634
2.618	3.371
1.618	3.210
1.000	3.111
0.618	3.049
HIGH	2.950
0.618	2.888
0.500	2.870
0.382	2.851
LOW	2.789
0.618	2.690
1.000	2.628
1.618	2.529
2.618	2.368
4.250	2.105

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	2.870	2.940
PP	2.854	2.901
S1	2.839	2.863

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

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