NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	2.722	2.766	0.044	1.6%	2.769
High	2.853	2.805	-0.048	-1.7%	2.905
Low	2.680	2.740	0.060	2.2%	2.660
Close	2.763	2.792	0.029	1.0%	2.792
Range	0.173	0.065	-0.108	-62.4%	0.245
ATR	0.149	0.143	-0.006	-4.0%	0.000
Volume	92,470	80,946	-11,524	-12.5%	369,268

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.974	2.948	2.828
R3	2.909	2.883	2.810
R2	2.844	2.844	2.804
R1	2.818	2.818	2.798	2.831
PP	2.779	2.779	2.779	2.786
S1	2.753	2.753	2.786	2.766
S2	2.714	2.714	2.780
S3	2.649	2.688	2.774
S4	2.584	2.623	2.756

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.521	3.401	2.927
R3	3.276	3.156	2.859
R2	3.031	3.031	2.837
R1	2.911	2.911	2.814	2.971
PP	2.786	2.786	2.786	2.816
S1	2.666	2.666	2.770	2.726
S2	2.541	2.541	2.747
S3	2.296	2.421	2.725
S4	2.051	2.176	2.657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.905	2.660	0.245	8.8%	0.129	4.6%	54%	False	False	73,853
10	3.015	2.609	0.406	14.5%	0.145	5.2%	45%	False	False	58,060
20	3.015	2.527	0.488	17.5%	0.151	5.4%	54%	False	False	49,966
40	3.435	2.527	0.908	32.5%	0.124	4.4%	29%	False	False	31,784
60	3.804	2.527	1.277	45.7%	0.114	4.1%	21%	False	False	24,212
80	4.080	2.527	1.553	55.6%	0.107	3.8%	17%	False	False	19,587
100	4.342	2.527	1.815	65.0%	0.102	3.6%	15%	False	False	16,344
120	4.525	2.527	1.998	71.6%	0.101	3.6%	13%	False	False	13,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3.081
2.618	2.975
1.618	2.910
1.000	2.870
0.618	2.845
HIGH	2.805
0.618	2.780
0.500	2.773
0.382	2.765
LOW	2.740
0.618	2.700
1.000	2.675
1.618	2.635
2.618	2.570
4.250	2.464

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	2.786	2.780
PP	2.779	2.768
S1	2.773	2.757

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

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