NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	2.934	3.051	0.117	4.0%	3.119
High	3.060	3.073	0.013	0.4%	3.124
Low	2.930	2.908	-0.022	-0.8%	2.740
Close	3.033	2.910	-0.123	-4.1%	2.954
Range	0.130	0.165	0.035	26.9%	0.384
ATR	0.143	0.144	0.002	1.1%	0.000
Volume	23,993	20,796	-3,197	-13.3%	100,820

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.459	3.349	3.001
R3	3.294	3.184	2.955
R2	3.129	3.129	2.940
R1	3.019	3.019	2.925	2.992
PP	2.964	2.964	2.964	2.950
S1	2.854	2.854	2.895	2.827
S2	2.799	2.799	2.880
S3	2.634	2.689	2.865
S4	2.469	2.524	2.819

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	3.073	2.740	0.333	11.4%	0.143	4.9%	51%	True	False	23,507
10	3.128	2.740	0.388	13.3%	0.154	5.3%	44%	False	False	20,431
20	3.311	2.643	0.668	23.0%	0.150	5.2%	40%	False	False	18,701
40	3.651	2.643	1.008	34.6%	0.115	3.9%	26%	False	False	11,369
60	3.902	2.643	1.259	43.3%	0.104	3.6%	21%	False	False	8,670
80	4.201	2.643	1.558	53.5%	0.101	3.5%	17%	False	False	6,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.774
2.618	3.505
1.618	3.340
1.000	3.238
0.618	3.175
HIGH	3.073
0.618	3.010
0.500	2.991
0.382	2.971
LOW	2.908
0.618	2.806
1.000	2.743
1.618	2.641
2.618	2.476
4.250	2.207

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	2.991	2.982
PP	2.964	2.958
S1	2.937	2.934

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

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