NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	3.923	4.069	0.146	3.7%	3.962
High	4.077	4.107	0.030	0.7%	4.077
Low	3.922	3.994	0.072	1.8%	3.887
Close	4.053	4.065	0.012	0.3%	4.053
Range	0.155	0.113	-0.042	-27.1%	0.190
ATR	0.101	0.102	0.001	0.8%	0.000
Volume	20,905	26,265	5,360	25.6%	66,130

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.394	4.343	4.127
R3	4.281	4.230	4.096
R2	4.168	4.168	4.086
R1	4.117	4.117	4.075	4.086
PP	4.055	4.055	4.055	4.040
S1	4.004	4.004	4.055	3.973
S2	3.942	3.942	4.044
S3	3.829	3.891	4.034
S4	3.716	3.778	4.003

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.576	4.504	4.158
R3	4.386	4.314	4.105
R2	4.196	4.196	4.088
R1	4.124	4.124	4.070	4.160
PP	4.006	4.006	4.006	4.024
S1	3.934	3.934	4.036	3.970
S2	3.816	3.816	4.018
S3	3.626	3.744	4.001
S4	3.436	3.554	3.949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.107	3.887	0.220	5.4%	0.114	2.8%	81%	True	False	16,015
10	4.107	3.887	0.220	5.4%	0.101	2.5%	81%	True	False	15,807
20	4.166	3.887	0.279	6.9%	0.099	2.4%	64%	False	False	19,261
40	4.500	3.887	0.613	15.1%	0.094	2.3%	29%	False	False	13,892
60	4.599	3.887	0.712	17.5%	0.098	2.4%	25%	False	False	11,372
80	4.958	3.887	1.071	26.3%	0.097	2.4%	17%	False	False	9,369
100	5.227	3.887	1.340	33.0%	0.098	2.4%	13%	False	False	7,948

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.587
2.618	4.403
1.618	4.290
1.000	4.220
0.618	4.177
HIGH	4.107
0.618	4.064
0.500	4.051
0.382	4.037
LOW	3.994
0.618	3.924
1.000	3.881
1.618	3.811
2.618	3.698
4.250	3.514

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	4.060	4.042
PP	4.055	4.020
S1	4.051	3.997

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

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