NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	4.578	4.528	-0.050	-1.1%	4.797
High	4.593	4.545	-0.048	-1.0%	4.809
Low	4.508	4.378	-0.130	-2.9%	4.563
Close	4.528	4.403	-0.125	-2.8%	4.565
Range	0.085	0.167	0.082	96.5%	0.246
ATR	0.094	0.100	0.005	5.5%	0.000
Volume	5,508	4,322	-1,186	-21.5%	17,688

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.943	4.840	4.495
R3	4.776	4.673	4.449
R2	4.609	4.609	4.434
R1	4.506	4.506	4.418	4.474
PP	4.442	4.442	4.442	4.426
S1	4.339	4.339	4.388	4.307
S2	4.275	4.275	4.372
S3	4.108	4.172	4.357
S4	3.941	4.005	4.311

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	4.636	4.378	0.258	5.9%	0.086	2.0%	10%	False	True	4,965
10	4.826	4.378	0.448	10.2%	0.084	1.9%	6%	False	True	3,902
20	4.958	4.378	0.580	13.2%	0.094	2.1%	4%	False	True	3,136
40	5.330	4.378	0.952	21.6%	0.101	2.3%	3%	False	True	2,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5.255
2.618	4.982
1.618	4.815
1.000	4.712
0.618	4.648
HIGH	4.545
0.618	4.481
0.500	4.462
0.382	4.442
LOW	4.378
0.618	4.275
1.000	4.211
1.618	4.108
2.618	3.941
4.250	3.668

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	4.462	4.507
PP	4.442	4.472
S1	4.423	4.438

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

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