NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	4.737	4.745	0.008	0.2%	4.890
High	4.737	4.753	0.016	0.3%	4.958
Low	4.671	4.694	0.023	0.5%	4.750
Close	4.722	4.711	-0.011	-0.2%	4.770
Range	0.066	0.059	-0.007	-10.6%	0.208
ATR	0.104	0.100	-0.003	-3.1%	0.000
Volume	3,479	3,539	60	1.7%	13,289

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.896	4.863	4.743
R3	4.837	4.804	4.727
R2	4.778	4.778	4.722
R1	4.745	4.745	4.716	4.732
PP	4.719	4.719	4.719	4.713
S1	4.686	4.686	4.706	4.673
S2	4.660	4.660	4.700
S3	4.601	4.627	4.695
S4	4.542	4.568	4.679

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.450	5.318	4.884
R3	5.242	5.110	4.827
R2	5.034	5.034	4.808
R1	4.902	4.902	4.789	4.864
PP	4.826	4.826	4.826	4.807
S1	4.694	4.694	4.751	4.656
S2	4.618	4.618	4.732
S3	4.410	4.486	4.713
S4	4.202	4.278	4.656

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.920	4.671	0.249	5.3%	0.094	2.0%	16%	False	False	2,976
10	4.958	4.671	0.287	6.1%	0.095	2.0%	14%	False	False	2,710
20	4.958	4.590	0.368	7.8%	0.100	2.1%	33%	False	False	2,624
40	5.330	4.590	0.740	15.7%	0.101	2.1%	16%	False	False	2,248

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.004
2.618	4.907
1.618	4.848
1.000	4.812
0.618	4.789
HIGH	4.753
0.618	4.730
0.500	4.724
0.382	4.717
LOW	4.694
0.618	4.658
1.000	4.635
1.618	4.599
2.618	4.540
4.250	4.443

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	4.724	4.740
PP	4.719	4.730
S1	4.715	4.721

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

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