NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	4.745	4.713	-0.032	-0.7%	4.890
High	4.753	4.726	-0.027	-0.6%	4.958
Low	4.694	4.620	-0.074	-1.6%	4.750
Close	4.711	4.646	-0.065	-1.4%	4.770
Range	0.059	0.106	0.047	79.7%	0.208
ATR	0.100	0.101	0.000	0.4%	0.000
Volume	3,539	2,462	-1,077	-30.4%	13,289

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.982	4.920	4.704
R3	4.876	4.814	4.675
R2	4.770	4.770	4.665
R1	4.708	4.708	4.656	4.686
PP	4.664	4.664	4.664	4.653
S1	4.602	4.602	4.636	4.580
S2	4.558	4.558	4.627
S3	4.452	4.496	4.617
S4	4.346	4.390	4.588

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	4.826	4.620	0.206	4.4%	0.082	1.8%	13%	False	True	2,840
10	4.958	4.620	0.338	7.3%	0.097	2.1%	8%	False	True	2,681
20	4.958	4.590	0.368	7.9%	0.102	2.2%	15%	False	False	2,631
40	5.330	4.590	0.740	15.9%	0.102	2.2%	8%	False	False	2,257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.177
2.618	5.004
1.618	4.898
1.000	4.832
0.618	4.792
HIGH	4.726
0.618	4.686
0.500	4.673
0.382	4.660
LOW	4.620
0.618	4.554
1.000	4.514
1.618	4.448
2.618	4.342
4.250	4.170

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	4.673	4.687
PP	4.664	4.673
S1	4.655	4.660

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

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