NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	2.726	2.898	0.172	6.3%	3.065
High	2.925	2.923	-0.002	-0.1%	3.077
Low	2.690	2.820	0.130	4.8%	2.680
Close	2.900	2.879	-0.021	-0.7%	2.879
Range	0.235	0.103	-0.132	-56.2%	0.397
ATR	0.150	0.146	-0.003	-2.2%	0.000
Volume	24,490	28,148	3,658	14.9%	129,002

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.183	3.134	2.936
R3	3.080	3.031	2.907
R2	2.977	2.977	2.898
R1	2.928	2.928	2.888	2.901
PP	2.874	2.874	2.874	2.861
S1	2.825	2.825	2.870	2.798
S2	2.771	2.771	2.860
S3	2.668	2.722	2.851
S4	2.565	2.619	2.822

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.070	3.871	3.097
R3	3.673	3.474	2.988
R2	3.276	3.276	2.952
R1	3.077	3.077	2.915	2.978
PP	2.879	2.879	2.879	2.829
S1	2.680	2.680	2.843	2.581
S2	2.482	2.482	2.806
S3	2.085	2.283	2.770
S4	1.688	1.886	2.661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.077	2.680	0.397	13.8%	0.153	5.3%	50%	False	False	25,800
10	3.077	2.605	0.472	16.4%	0.178	6.2%	58%	False	False	26,954
20	3.268	2.590	0.678	23.5%	0.144	5.0%	43%	False	False	21,701
40	3.686	2.590	1.096	38.1%	0.115	4.0%	26%	False	False	13,404
60	3.923	2.590	1.333	46.3%	0.106	3.7%	22%	False	False	10,322
80	4.157	2.590	1.567	54.4%	0.102	3.5%	18%	False	False	8,231
100	4.478	2.590	1.888	65.6%	0.097	3.4%	15%	False	False	6,859

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.361
2.618	3.193
1.618	3.090
1.000	3.026
0.618	2.987
HIGH	2.923
0.618	2.884
0.500	2.872
0.382	2.859
LOW	2.820
0.618	2.756
1.000	2.717
1.618	2.653
2.618	2.550
4.250	2.382

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	2.877	2.854
PP	2.874	2.828
S1	2.872	2.803

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

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