NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	3.015	3.076	0.061	2.0%	2.950
High	3.117	3.139	0.022	0.7%	2.950
Low	2.973	3.028	0.055	1.8%	2.666
Close	3.006	3.112	0.106	3.5%	2.758
Range	0.144	0.111	-0.033	-22.9%	0.284
ATR	0.124	0.124	0.001	0.5%	0.000
Volume	18,220	11,386	-6,834	-37.5%	26,974

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.426	3.380	3.173
R3	3.315	3.269	3.143
R2	3.204	3.204	3.132
R1	3.158	3.158	3.122	3.181
PP	3.093	3.093	3.093	3.105
S1	3.047	3.047	3.102	3.070
S2	2.982	2.982	3.092
S3	2.871	2.936	3.081
S4	2.760	2.825	3.051

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	3.139	2.666	0.473	15.2%	0.169	5.4%	94%	True	False	9,504
10	3.232	2.666	0.566	18.2%	0.143	4.6%	79%	False	False	9,092
20	3.491	2.666	0.825	26.5%	0.113	3.6%	54%	False	False	6,062
40	3.927	2.666	1.261	40.5%	0.093	3.0%	35%	False	False	4,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.611
2.618	3.430
1.618	3.319
1.000	3.250
0.618	3.208
HIGH	3.139
0.618	3.097
0.500	3.084
0.382	3.070
LOW	3.028
0.618	2.959
1.000	2.917
1.618	2.848
2.618	2.737
4.250	2.556

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	3.103	3.047
PP	3.093	2.982
S1	3.084	2.917

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

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