NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	2.700	3.015	0.315	11.7%	2.950
High	3.052	3.117	0.065	2.1%	2.950
Low	2.694	2.973	0.279	10.4%	2.666
Close	2.968	3.006	0.038	1.3%	2.758
Range	0.358	0.144	-0.214	-59.8%	0.284
ATR	0.122	0.124	0.002	1.6%	0.000
Volume	6,102	18,220	12,118	198.6%	26,974

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.464	3.379	3.085
R3	3.320	3.235	3.046
R2	3.176	3.176	3.032
R1	3.091	3.091	3.019	3.062
PP	3.032	3.032	3.032	3.017
S1	2.947	2.947	2.993	2.918
S2	2.888	2.888	2.980
S3	2.744	2.803	2.966
S4	2.600	2.659	2.927

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	3.117	2.666	0.451	15.0%	0.162	5.4%	75%	True	False	9,233
10	3.330	2.666	0.664	22.1%	0.144	4.8%	51%	False	False	8,441
20	3.491	2.666	0.825	27.4%	0.109	3.6%	41%	False	False	5,598
40	3.927	2.666	1.261	41.9%	0.092	3.1%	27%	False	False	4,050

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.729
2.618	3.494
1.618	3.350
1.000	3.261
0.618	3.206
HIGH	3.117
0.618	3.062
0.500	3.045
0.382	3.028
LOW	2.973
0.618	2.884
1.000	2.829
1.618	2.740
2.618	2.596
4.250	2.361

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	3.045	2.968
PP	3.032	2.930
S1	3.019	2.892

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

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