NYMEX Natural Gas Future July 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	2.801	2.961	0.160	5.7%	3.119
High	2.981	2.996	0.015	0.5%	3.124
Low	2.759	2.890	0.131	4.7%	2.740
Close	2.967	2.954	-0.013	-0.4%	2.954
Range	0.222	0.106	-0.116	-52.3%	0.384
ATR	0.146	0.144	-0.003	-2.0%	0.000
Volume	26,018	24,000	-2,018	-7.8%	100,820

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.265	3.215	3.012
R3	3.159	3.109	2.983
R2	3.053	3.053	2.973
R1	3.003	3.003	2.964	2.975
PP	2.947	2.947	2.947	2.933
S1	2.897	2.897	2.944	2.869
S2	2.841	2.841	2.935
S3	2.735	2.791	2.925
S4	2.629	2.685	2.896

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.091	3.907	3.165
R3	3.707	3.523	3.060
R2	3.323	3.323	3.024
R1	3.139	3.139	2.989	3.039
PP	2.939	2.939	2.939	2.890
S1	2.755	2.755	2.919	2.655
S2	2.555	2.555	2.884
S3	2.171	2.371	2.848
S4	1.787	1.987	2.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.124	2.740	0.384	13.0%	0.150	5.1%	56%	False	False	20,164
10	3.128	2.663	0.465	15.7%	0.175	5.9%	63%	False	False	20,071
20	3.327	2.643	0.684	23.2%	0.142	4.8%	45%	False	False	17,066
40	3.752	2.643	1.109	37.5%	0.112	3.8%	28%	False	False	10,464
60	3.969	2.643	1.326	44.9%	0.103	3.5%	23%	False	False	7,977

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.447
2.618	3.274
1.618	3.168
1.000	3.102
0.618	3.062
HIGH	2.996
0.618	2.956
0.500	2.943
0.382	2.930
LOW	2.890
0.618	2.824
1.000	2.784
1.618	2.718
2.618	2.612
4.250	2.440

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	2.950	2.925
PP	2.947	2.897
S1	2.943	2.868

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

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