NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	3.051	2.915	-0.136	-4.5%	3.119
High	3.073	2.915	-0.158	-5.1%	3.124
Low	2.908	2.831	-0.077	-2.6%	2.740
Close	2.910	2.884	-0.026	-0.9%	2.954
Range	0.165	0.084	-0.081	-49.1%	0.384
ATR	0.144	0.140	-0.004	-3.0%	0.000
Volume	20,796	31,911	11,115	53.4%	100,820

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.090	2.930
R3	3.045	3.006	2.907
R2	2.961	2.961	2.899
R1	2.922	2.922	2.892	2.900
PP	2.877	2.877	2.877	2.865
S1	2.838	2.838	2.876	2.816
S2	2.793	2.793	2.869
S3	2.709	2.754	2.861
S4	2.625	2.670	2.838

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	2.759	0.314	10.9%	0.141	4.9%	40%	False	False	25,343
10	3.128	2.740	0.388	13.5%	0.151	5.2%	37%	False	False	21,103
20	3.207	2.643	0.564	19.6%	0.148	5.1%	43%	False	False	19,802
40	3.537	2.643	0.894	31.0%	0.114	4.0%	27%	False	False	12,016
60	3.901	2.643	1.258	43.6%	0.104	3.6%	19%	False	False	9,087
80	4.201	2.643	1.558	54.0%	0.101	3.5%	15%	False	False	7,361

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	0.020
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.272
2.618	3.135
1.618	3.051
1.000	2.999
0.618	2.967
HIGH	2.915
0.618	2.883
0.500	2.873
0.382	2.863
LOW	2.831
0.618	2.779
1.000	2.747
1.618	2.695
2.618	2.611
4.250	2.474

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	2.880	2.952
PP	2.877	2.929
S1	2.873	2.907

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

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