NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	2.481	2.448	-0.033	-1.3%	2.503
High	2.528	2.470	-0.058	-2.3%	2.618
Low	2.451	2.395	-0.056	-2.3%	2.390
Close	2.475	2.431	-0.044	-1.8%	2.475
Range	0.077	0.075	-0.002	-2.6%	0.228
ATR	0.156	0.151	-0.005	-3.5%	0.000
Volume	130,946	149,750	18,804	14.4%	857,194

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.657	2.619	2.472
R3	2.582	2.544	2.452
R2	2.507	2.507	2.445
R1	2.469	2.469	2.438	2.451
PP	2.432	2.432	2.432	2.423
S1	2.394	2.394	2.424	2.376
S2	2.357	2.357	2.417
S3	2.282	2.319	2.410
S4	2.207	2.244	2.390

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.178	3.055	2.600
R3	2.950	2.827	2.538
R2	2.722	2.722	2.517
R1	2.599	2.599	2.496	2.547
PP	2.494	2.494	2.494	2.468
S1	2.371	2.371	2.454	2.319
S2	2.266	2.266	2.433
S3	2.038	2.143	2.412
S4	1.810	1.915	2.350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.618	2.390	0.228	9.4%	0.123	5.1%	18%	False	False	173,909
10	2.689	2.340	0.349	14.4%	0.147	6.0%	26%	False	False	175,087
20	2.844	2.289	0.555	22.8%	0.167	6.9%	26%	False	False	159,705
40	3.278	2.289	0.989	40.7%	0.136	5.6%	14%	False	False	104,530
60	3.741	2.289	1.452	59.7%	0.127	5.2%	10%	False	False	83,320
80	4.070	2.289	1.781	73.3%	0.118	4.9%	8%	False	False	67,053
100	4.281	2.289	1.992	81.9%	0.113	4.6%	7%	False	False	56,936
120	4.516	2.289	2.227	91.6%	0.111	4.6%	6%	False	False	49,081

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	0.025
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	2.789
2.618	2.666
1.618	2.591
1.000	2.545
0.618	2.516
HIGH	2.470
0.618	2.441
0.500	2.433
0.382	2.424
LOW	2.395
0.618	2.349
1.000	2.320
1.618	2.274
2.618	2.199
4.250	2.076

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	2.433	2.490
PP	2.432	2.470
S1	2.432	2.451

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

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