NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	2.895	2.757	-0.138	-4.8%	2.998
High	2.905	2.761	-0.144	-5.0%	3.015
Low	2.740	2.660	-0.080	-2.9%	2.609
Close	2.744	2.716	-0.028	-1.0%	2.789
Range	0.165	0.101	-0.064	-38.8%	0.406
ATR	0.151	0.147	-0.004	-2.4%	0.000
Volume	44,317	104,199	59,882	135.1%	211,335

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.015	2.967	2.772
R3	2.914	2.866	2.744
R2	2.813	2.813	2.735
R1	2.765	2.765	2.725	2.739
PP	2.712	2.712	2.712	2.699
S1	2.664	2.664	2.707	2.638
S2	2.611	2.611	2.697
S3	2.510	2.563	2.688
S4	2.409	2.462	2.660

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.022	3.812	3.012
R3	3.616	3.406	2.901
R2	3.210	3.210	2.863
R1	3.000	3.000	2.826	2.902
PP	2.804	2.804	2.804	2.756
S1	2.594	2.594	2.752	2.496
S2	2.398	2.398	2.715
S3	1.992	2.188	2.677
S4	1.586	1.782	2.566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.905	2.610	0.295	10.9%	0.152	5.6%	36%	False	False	56,686
10	3.015	2.609	0.406	14.9%	0.160	5.9%	26%	False	False	51,408
20	3.094	2.527	0.567	20.9%	0.154	5.7%	33%	False	False	44,174
40	3.444	2.527	0.917	33.8%	0.121	4.5%	21%	False	False	28,108
60	3.804	2.527	1.277	47.0%	0.111	4.1%	15%	False	False	21,585
80	4.121	2.527	1.594	58.7%	0.108	4.0%	12%	False	False	17,536
100	4.342	2.527	1.815	66.8%	0.100	3.7%	10%	False	False	14,654
120	4.525	2.527	1.998	73.6%	0.100	3.7%	9%	False	False	12,453

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.190
2.618	3.025
1.618	2.924
1.000	2.862
0.618	2.823
HIGH	2.761
0.618	2.722
0.500	2.711
0.382	2.699
LOW	2.660
0.618	2.598
1.000	2.559
1.618	2.497
2.618	2.396
4.250	2.231

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	2.714	2.783
PP	2.712	2.760
S1	2.711	2.738

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

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