NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	2.830	2.753	-0.077	-2.7%	2.769
High	2.838	2.835	-0.003	-0.1%	2.905
Low	2.706	2.727	0.021	0.8%	2.660
Close	2.738	2.818	0.080	2.9%	2.792
Range	0.132	0.108	-0.024	-18.2%	0.245
ATR	0.136	0.134	-0.002	-1.5%	0.000
Volume	61,024	64,123	3,099	5.1%	369,268

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.117	3.076	2.877
R3	3.009	2.968	2.848
R2	2.901	2.901	2.838
R1	2.860	2.860	2.828	2.881
PP	2.793	2.793	2.793	2.804
S1	2.752	2.752	2.808	2.773
S2	2.685	2.685	2.798
S3	2.577	2.644	2.788
S4	2.469	2.536	2.759

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	2.854	2.706	0.148	5.3%	0.094	3.3%	76%	False	False	76,086
10	2.905	2.660	0.245	8.7%	0.117	4.2%	64%	False	False	71,750
20	3.015	2.527	0.488	17.3%	0.150	5.3%	60%	False	False	58,217
40	3.391	2.527	0.864	30.7%	0.126	4.5%	34%	False	False	38,300
60	3.804	2.527	1.277	45.3%	0.114	4.1%	23%	False	False	28,728
80	4.080	2.527	1.553	55.1%	0.108	3.8%	19%	False	False	23,091
100	4.303	2.527	1.776	63.0%	0.103	3.7%	16%	False	False	19,230
120	4.525	2.527	1.998	70.9%	0.101	3.6%	15%	False	False	16,342

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.294
2.618	3.118
1.618	3.010
1.000	2.943
0.618	2.902
HIGH	2.835
0.618	2.794
0.500	2.781
0.382	2.768
LOW	2.727
0.618	2.660
1.000	2.619
1.618	2.552
2.618	2.444
4.250	2.268

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	2.806	2.805
PP	2.793	2.793
S1	2.781	2.780

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

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