NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	2.680	2.700	0.020	0.7%	2.950
High	2.785	3.052	0.267	9.6%	2.950
Low	2.666	2.694	0.028	1.1%	2.666
Close	2.758	2.968	0.210	7.6%	2.758
Range	0.119	0.358	0.239	200.8%	0.284
ATR	0.103	0.122	0.018	17.6%	0.000
Volume	5,182	6,102	920	17.8%	26,974

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.979	3.831	3.165
R3	3.621	3.473	3.066
R2	3.263	3.263	3.034
R1	3.115	3.115	3.001	3.189
PP	2.905	2.905	2.905	2.942
S1	2.757	2.757	2.935	2.831
S2	2.547	2.547	2.902
S3	2.189	2.399	2.870
S4	1.831	2.041	2.771

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.643	3.485	2.914
R3	3.359	3.201	2.836
R2	3.075	3.075	2.810
R1	2.917	2.917	2.784	2.854
PP	2.791	2.791	2.791	2.760
S1	2.633	2.633	2.732	2.570
S2	2.507	2.507	2.706
S3	2.223	2.349	2.680
S4	1.939	2.065	2.602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.052	2.666	0.386	13.0%	0.166	5.6%	78%	True	False	6,615
10	3.330	2.666	0.664	22.4%	0.133	4.5%	45%	False	False	6,994
20	3.522	2.666	0.856	28.8%	0.106	3.6%	35%	False	False	4,874
40	3.927	2.666	1.261	42.5%	0.091	3.1%	24%	False	False	3,634

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	4.574
2.618	3.989
1.618	3.631
1.000	3.410
0.618	3.273
HIGH	3.052
0.618	2.915
0.500	2.873
0.382	2.831
LOW	2.694
0.618	2.473
1.000	2.336
1.618	2.115
2.618	1.757
4.250	1.173

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	2.936	2.932
PP	2.905	2.895
S1	2.873	2.859

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

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