NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	4.605	4.588	-0.017	-0.4%	4.797
High	4.615	4.621	0.006	0.1%	4.809
Low	4.563	4.572	0.009	0.2%	4.563
Close	4.565	4.608	0.043	0.9%	4.565
Range	0.052	0.049	-0.003	-5.8%	0.246
ATR	0.099	0.096	-0.003	-3.1%	0.000
Volume	6,316	4,532	-1,784	-28.2%	17,688

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.747	4.727	4.635
R3	4.698	4.678	4.621
R2	4.649	4.649	4.617
R1	4.629	4.629	4.612	4.639
PP	4.600	4.600	4.600	4.606
S1	4.580	4.580	4.604	4.590
S2	4.551	4.551	4.599
S3	4.502	4.531	4.595
S4	4.453	4.482	4.581

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.384	5.220	4.700
R3	5.138	4.974	4.633
R2	4.892	4.892	4.610
R1	4.728	4.728	4.588	4.687
PP	4.646	4.646	4.646	4.625
S1	4.482	4.482	4.542	4.441
S2	4.400	4.400	4.520
S3	4.154	4.236	4.497
S4	3.908	3.990	4.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.753	4.563	0.190	4.1%	0.066	1.4%	24%	False	False	4,065
10	4.944	4.563	0.381	8.3%	0.086	1.9%	12%	False	False	3,268
20	4.958	4.563	0.395	8.6%	0.095	2.1%	11%	False	False	2,778
40	5.330	4.563	0.767	16.6%	0.098	2.1%	6%	False	False	2,416

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	4.829
2.618	4.749
1.618	4.700
1.000	4.670
0.618	4.651
HIGH	4.621
0.618	4.602
0.500	4.597
0.382	4.591
LOW	4.572
0.618	4.542
1.000	4.523
1.618	4.493
2.618	4.444
4.250	4.364

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	4.604	4.645
PP	4.600	4.632
S1	4.597	4.620

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

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