NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	2.973	2.829	-0.144	-4.8%	2.698
High	2.997	2.834	-0.163	-5.4%	3.128
Low	2.831	2.740	-0.091	-3.2%	2.663
Close	2.867	2.779	-0.088	-3.1%	3.068
Range	0.166	0.094	-0.072	-43.4%	0.465
ATR	0.142	0.141	-0.001	-0.7%	0.000
Volume	11,124	22,729	11,605	104.3%	99,892

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.017	2.831
R3	2.972	2.923	2.805
R2	2.878	2.878	2.796
R1	2.829	2.829	2.788	2.807
PP	2.784	2.784	2.784	2.773
S1	2.735	2.735	2.770	2.713
S2	2.690	2.690	2.762
S3	2.596	2.641	2.753
S4	2.502	2.547	2.727

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.348	4.173	3.324
R3	3.883	3.708	3.196
R2	3.418	3.418	3.153
R1	3.243	3.243	3.111	3.331
PP	2.953	2.953	2.953	2.997
S1	2.778	2.778	3.025	2.866
S2	2.488	2.488	2.983
S3	2.023	2.313	2.940
S4	1.558	1.848	2.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.128	2.740	0.388	14.0%	0.160	5.7%	10%	False	True	16,863
10	3.128	2.643	0.485	17.5%	0.165	5.9%	28%	False	False	18,089
20	3.368	2.643	0.725	26.1%	0.139	5.0%	19%	False	False	15,132
40	3.790	2.643	1.147	41.3%	0.109	3.9%	12%	False	False	9,431
60	4.042	2.643	1.399	50.3%	0.100	3.6%	10%	False	False	7,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	3.234
2.618	3.080
1.618	2.986
1.000	2.928
0.618	2.892
HIGH	2.834
0.618	2.798
0.500	2.787
0.382	2.776
LOW	2.740
0.618	2.682
1.000	2.646
1.618	2.588
2.618	2.494
4.250	2.341

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	2.787	2.932
PP	2.784	2.881
S1	2.782	2.830

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

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