NYMEX Natural Gas Future May 2013

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	3.623	3.451	-0.172	-4.7%	3.431
High	3.632	3.473	-0.159	-4.4%	3.723
Low	3.548	3.436	-0.112	-3.2%	3.406
Close	3.578	3.464	-0.114	-3.2%	3.632
Range	0.084	0.037	-0.047	-56.0%	0.317
ATR	0.110	0.112	0.002	2.1%	0.000
Volume	497	75	-422	-84.9%	10,235

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.569	3.553	3.484
R3	3.532	3.516	3.474
R2	3.495	3.495	3.471
R1	3.479	3.479	3.467	3.487
PP	3.458	3.458	3.458	3.462
S1	3.442	3.442	3.461	3.450
S2	3.421	3.421	3.457
S3	3.384	3.405	3.454
S4	3.347	3.368	3.444

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.538	4.402	3.806
R3	4.221	4.085	3.719
R2	3.904	3.904	3.690
R1	3.768	3.768	3.661	3.836
PP	3.587	3.587	3.587	3.621
S1	3.451	3.451	3.603	3.519
S2	3.270	3.270	3.574
S3	2.953	3.134	3.545
S4	2.636	2.817	3.458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.672	3.436	0.236	6.8%	0.088	2.5%	12%	False	True	1,545
10	3.723	3.267	0.456	13.2%	0.094	2.7%	43%	False	False	1,204

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.630
2.618	3.570
1.618	3.533
1.000	3.510
0.618	3.496
HIGH	3.473
0.618	3.459
0.500	3.455
0.382	3.450
LOW	3.436
0.618	3.413
1.000	3.399
1.618	3.376
2.618	3.339
4.250	3.279

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	3.461	3.544
PP	3.458	3.517
S1	3.455	3.491

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

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