NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	2.909	2.959	0.050	1.7%	2.970
High	3.062	3.015	-0.047	-1.5%	3.109
Low	2.891	2.959	0.068	2.4%	2.866
Close	2.973	3.012	0.039	1.3%	3.012
Range	0.171	0.056	-0.115	-67.3%	0.243
ATR	0.141	0.135	-0.006	-4.3%	0.000
Volume	19,213	12,317	-6,896	-35.9%	90,356

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.163	3.144	3.043
R3	3.107	3.088	3.027
R2	3.051	3.051	3.022
R1	3.032	3.032	3.017	3.042
PP	2.995	2.995	2.995	3.000
S1	2.976	2.976	3.007	2.986
S2	2.939	2.939	3.002
S3	2.883	2.920	2.997
S4	2.827	2.864	2.981

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.725	3.611	3.146
R3	3.482	3.368	3.079
R2	3.239	3.239	3.057
R1	3.125	3.125	3.034	3.182
PP	2.996	2.996	2.996	3.024
S1	2.882	2.882	2.990	2.939
S2	2.753	2.753	2.967
S3	2.510	2.639	2.945
S4	2.267	2.396	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.109	2.866	0.243	8.1%	0.125	4.2%	60%	False	False	18,071
10	3.148	2.764	0.384	12.7%	0.135	4.5%	65%	False	False	15,649
20	3.148	2.666	0.482	16.0%	0.143	4.7%	72%	False	False	12,477
40	3.530	2.666	0.864	28.7%	0.112	3.7%	40%	False	False	7,921
60	3.927	2.666	1.261	41.9%	0.102	3.4%	27%	False	False	6,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3.253
2.618	3.162
1.618	3.106
1.000	3.071
0.618	3.050
HIGH	3.015
0.618	2.994
0.500	2.987
0.382	2.980
LOW	2.959
0.618	2.924
1.000	2.903
1.618	2.868
2.618	2.812
4.250	2.721

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	3.004	2.996
PP	2.995	2.980
S1	2.987	2.964

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

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