NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	4.528	4.397	-0.131	-2.9%	4.588
High	4.545	4.458	-0.087	-1.9%	4.636
Low	4.378	4.365	-0.013	-0.3%	4.365
Close	4.403	4.435	0.032	0.7%	4.435
Range	0.167	0.093	-0.074	-44.3%	0.271
ATR	0.100	0.099	0.000	-0.5%	0.000
Volume	4,322	7,795	3,473	80.4%	26,306

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.698	4.660	4.486
R3	4.605	4.567	4.461
R2	4.512	4.512	4.452
R1	4.474	4.474	4.444	4.493
PP	4.419	4.419	4.419	4.429
S1	4.381	4.381	4.426	4.400
S2	4.326	4.326	4.418
S3	4.233	4.288	4.409
S4	4.140	4.195	4.384

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.292	5.134	4.584
R3	5.021	4.863	4.510
R2	4.750	4.750	4.485
R1	4.592	4.592	4.460	4.536
PP	4.479	4.479	4.479	4.450
S1	4.321	4.321	4.410	4.265
S2	4.208	4.208	4.385
S3	3.937	4.050	4.360
S4	3.666	3.779	4.286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.636	4.365	0.271	6.1%	0.094	2.1%	26%	False	True	5,261
10	4.809	4.365	0.444	10.0%	0.086	1.9%	16%	False	True	4,399
20	4.958	4.365	0.593	13.4%	0.095	2.1%	12%	False	True	3,360
40	5.227	4.365	0.862	19.4%	0.098	2.2%	8%	False	True	2,813

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.853
2.618	4.701
1.618	4.608
1.000	4.551
0.618	4.515
HIGH	4.458
0.618	4.422
0.500	4.412
0.382	4.401
LOW	4.365
0.618	4.308
1.000	4.272
1.618	4.215
2.618	4.122
4.250	3.970

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	4.427	4.479
PP	4.419	4.464
S1	4.412	4.450

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

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