NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	2.950	2.818	-0.132	-4.5%	3.290
High	2.950	2.860	-0.090	-3.1%	3.330
Low	2.789	2.784	-0.005	-0.2%	2.972
Close	2.824	2.818	-0.006	-0.2%	3.007
Range	0.161	0.076	-0.085	-52.8%	0.358
ATR	0.101	0.099	-0.002	-1.8%	0.000
Volume	5,129	10,031	4,902	95.6%	36,864

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.049	3.009	2.860
R3	2.973	2.933	2.839
R2	2.897	2.897	2.832
R1	2.857	2.857	2.825	2.856
PP	2.821	2.821	2.821	2.820
S1	2.781	2.781	2.811	2.780
S2	2.745	2.745	2.804
S3	2.669	2.705	2.797
S4	2.593	2.629	2.776

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	3.232	2.784	0.448	15.9%	0.117	4.2%	8%	False	True	8,681
10	3.390	2.784	0.606	21.5%	0.100	3.6%	6%	False	True	6,266
20	3.522	2.784	0.738	26.2%	0.087	3.1%	5%	False	True	4,232
40	3.927	2.784	1.143	40.6%	0.083	2.9%	3%	False	True	3,386

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	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.183
2.618	3.059
1.618	2.983
1.000	2.936
0.618	2.907
HIGH	2.860
0.618	2.831
0.500	2.822
0.382	2.813
LOW	2.784
0.618	2.737
1.000	2.708
1.618	2.661
2.618	2.585
4.250	2.461

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	2.822	2.909
PP	2.821	2.879
S1	2.819	2.848

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

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