NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	4.800	4.825	0.025	0.5%	4.665
High	4.819	4.913	0.094	2.0%	4.913
Low	4.726	4.799	0.073	1.5%	4.665
Close	4.802	4.912	0.110	2.3%	4.912
Range	0.093	0.114	0.021	22.6%	0.248
ATR	0.106	0.107	0.001	0.5%	0.000
Volume	2,748	2,154	-594	-21.6%	9,919

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.217	5.178	4.975
R3	5.103	5.064	4.943
R2	4.989	4.989	4.933
R1	4.950	4.950	4.922	4.970
PP	4.875	4.875	4.875	4.884
S1	4.836	4.836	4.902	4.856
S2	4.761	4.761	4.891
S3	4.647	4.722	4.881
S4	4.533	4.608	4.849

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.574	5.491	5.048
R3	5.326	5.243	4.980
R2	5.078	5.078	4.957
R1	4.995	4.995	4.935	5.037
PP	4.830	4.830	4.830	4.851
S1	4.747	4.747	4.889	4.789
S2	4.582	4.582	4.867
S3	4.334	4.499	4.844
S4	4.086	4.251	4.776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.913	4.665	0.248	5.0%	0.103	2.1%	100%	True	False	1,983
10	4.913	4.590	0.323	6.6%	0.101	2.0%	100%	True	False	2,427
20	4.950	4.590	0.360	7.3%	0.101	2.1%	89%	False	False	2,124
40	5.330	4.590	0.740	15.1%	0.105	2.1%	44%	False	False	1,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.398
2.618	5.211
1.618	5.097
1.000	5.027
0.618	4.983
HIGH	4.913
0.618	4.869
0.500	4.856
0.382	4.843
LOW	4.799
0.618	4.729
1.000	4.685
1.618	4.615
2.618	4.501
4.250	4.315

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	4.893	4.881
PP	4.875	4.850
S1	4.856	4.820

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

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