NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	3.076	3.136	0.060	2.0%	2.950
High	3.139	3.145	0.006	0.2%	2.950
Low	3.028	2.937	-0.091	-3.0%	2.666
Close	3.112	3.007	-0.105	-3.4%	2.758
Range	0.111	0.208	0.097	87.4%	0.284
ATR	0.124	0.130	0.006	4.8%	0.000
Volume	11,386	10,221	-1,165	-10.2%	26,974

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.654	3.538	3.121
R3	3.446	3.330	3.064
R2	3.238	3.238	3.045
R1	3.122	3.122	3.026	3.076
PP	3.030	3.030	3.030	3.007
S1	2.914	2.914	2.988	2.868
S2	2.822	2.822	2.969
S3	2.614	2.706	2.950
S4	2.406	2.498	2.893

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	3.145	2.666	0.479	15.9%	0.188	6.3%	71%	True	False	10,222
10	3.145	2.666	0.479	15.9%	0.145	4.8%	71%	True	False	9,293
20	3.449	2.666	0.783	26.0%	0.119	4.0%	44%	False	False	6,506
40	3.893	2.666	1.227	40.8%	0.094	3.1%	28%	False	False	4,537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.029
2.618	3.690
1.618	3.482
1.000	3.353
0.618	3.274
HIGH	3.145
0.618	3.066
0.500	3.041
0.382	3.016
LOW	2.937
0.618	2.808
1.000	2.729
1.618	2.600
2.618	2.392
4.250	2.053

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	3.041	3.041
PP	3.030	3.030
S1	3.018	3.018

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

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