NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	2.941	2.978	0.037	1.3%	2.854
High	3.003	2.997	-0.006	-0.2%	3.040
Low	2.898	2.870	-0.028	-1.0%	2.801
Close	2.967	2.975	0.008	0.3%	3.010
Range	0.105	0.127	0.022	21.0%	0.239
ATR	0.130	0.130	0.000	-0.2%	0.000
Volume	25,733	28,333	2,600	10.1%	133,257

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.328	3.279	3.045
R3	3.201	3.152	3.010
R2	3.074	3.074	2.998
R1	3.025	3.025	2.987	2.986
PP	2.947	2.947	2.947	2.928
S1	2.898	2.898	2.963	2.859
S2	2.820	2.820	2.952
S3	2.693	2.771	2.940
S4	2.566	2.644	2.905

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.667	3.578	3.141
R3	3.428	3.339	3.076
R2	3.189	3.189	3.054
R1	3.100	3.100	3.032	3.145
PP	2.950	2.950	2.950	2.973
S1	2.861	2.861	2.988	2.906
S2	2.711	2.711	2.966
S3	2.472	2.622	2.944
S4	2.233	2.383	2.879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.040	2.801	0.239	8.0%	0.124	4.2%	73%	False	False	27,377
10	3.040	2.750	0.290	9.7%	0.109	3.7%	78%	False	False	30,010
20	3.077	2.680	0.397	13.3%	0.133	4.5%	74%	False	False	27,926
40	3.398	2.590	0.808	27.2%	0.125	4.2%	48%	False	False	20,536
60	3.851	2.590	1.261	42.4%	0.112	3.8%	31%	False	False	15,295
80	4.118	2.590	1.528	51.4%	0.106	3.6%	25%	False	False	12,350
100	4.274	2.590	1.684	56.6%	0.102	3.4%	23%	False	False	10,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.537
2.618	3.329
1.618	3.202
1.000	3.124
0.618	3.075
HIGH	2.997
0.618	2.948
0.500	2.934
0.382	2.919
LOW	2.870
0.618	2.792
1.000	2.743
1.618	2.665
2.618	2.538
4.250	2.330

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	2.961	2.967
PP	2.947	2.960
S1	2.934	2.952

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

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