NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	3.148	2.991	-0.157	-5.0%	2.700
High	3.148	2.991	-0.157	-5.0%	3.145
Low	2.984	2.854	-0.130	-4.4%	2.694
Close	3.041	2.891	-0.150	-4.9%	3.093
Range	0.164	0.137	-0.027	-16.5%	0.451
ATR	0.134	0.138	0.004	2.8%	0.000
Volume	9,640	7,121	-2,519	-26.1%	58,746

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.323	3.244	2.966
R3	3.186	3.107	2.929
R2	3.049	3.049	2.916
R1	2.970	2.970	2.904	2.941
PP	2.912	2.912	2.912	2.898
S1	2.833	2.833	2.878	2.804
S2	2.775	2.775	2.866
S3	2.638	2.696	2.853
S4	2.501	2.559	2.816

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	3.148	2.854	0.294	10.2%	0.153	5.3%	13%	False	True	10,237
10	3.148	2.666	0.482	16.7%	0.158	5.5%	47%	False	False	9,735
20	3.390	2.666	0.724	25.0%	0.131	4.5%	31%	False	False	7,644
40	3.858	2.666	1.192	41.2%	0.100	3.4%	19%	False	False	5,139

Crabel Price Patterns
NR	True
NR4	True
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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.573
2.618	3.350
1.618	3.213
1.000	3.128
0.618	3.076
HIGH	2.991
0.618	2.939
0.500	2.923
0.382	2.906
LOW	2.854
0.618	2.769
1.000	2.717
1.618	2.632
2.618	2.495
4.250	2.272

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	2.923	3.001
PP	2.912	2.964
S1	2.902	2.928

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

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