NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	3.136	3.000	-0.136	-4.3%	2.700
High	3.145	3.107	-0.038	-1.2%	3.145
Low	2.937	2.960	0.023	0.8%	2.694
Close	3.007	3.093	0.086	2.9%	3.093
Range	0.208	0.147	-0.061	-29.3%	0.451
ATR	0.130	0.131	0.001	0.9%	0.000
Volume	10,221	12,817	2,596	25.4%	58,746

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.494	3.441	3.174
R3	3.347	3.294	3.133
R2	3.200	3.200	3.120
R1	3.147	3.147	3.106	3.174
PP	3.053	3.053	3.053	3.067
S1	3.000	3.000	3.080	3.027
S2	2.906	2.906	3.066
S3	2.759	2.853	3.053
S4	2.612	2.706	3.012

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.330	4.163	3.341
R3	3.879	3.712	3.217
R2	3.428	3.428	3.176
R1	3.261	3.261	3.134	3.345
PP	2.977	2.977	2.977	3.019
S1	2.810	2.810	3.052	2.894
S2	2.526	2.526	3.010
S3	2.075	2.359	2.969
S4	1.624	1.908	2.845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.145	2.694	0.451	14.6%	0.194	6.3%	88%	False	False	11,749
10	3.145	2.666	0.479	15.5%	0.150	4.9%	89%	False	False	9,306
20	3.393	2.666	0.727	23.5%	0.124	4.0%	59%	False	False	7,092
40	3.893	2.666	1.227	39.7%	0.097	3.1%	35%	False	False	4,823

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.732
2.618	3.492
1.618	3.345
1.000	3.254
0.618	3.198
HIGH	3.107
0.618	3.051
0.500	3.034
0.382	3.016
LOW	2.960
0.618	2.869
1.000	2.813
1.618	2.722
2.618	2.575
4.250	2.335

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	3.073	3.076
PP	3.053	3.058
S1	3.034	3.041

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

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