NYMEX Natural Gas Future July 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	3.060	3.030	-0.030	-1.0%	2.937
High	3.060	3.063	0.003	0.1%	3.104
Low	2.965	2.954	-0.011	-0.4%	2.873
Close	3.036	3.045	0.009	0.3%	3.074
Range	0.095	0.109	0.014	14.7%	0.231
ATR	0.127	0.126	-0.001	-1.0%	0.000
Volume	19,850	21,578	1,728	8.7%	113,801

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.348	3.305	3.105
R3	3.239	3.196	3.075
R2	3.130	3.130	3.065
R1	3.087	3.087	3.055	3.109
PP	3.021	3.021	3.021	3.031
S1	2.978	2.978	3.035	3.000
S2	2.912	2.912	3.025
S3	2.803	2.869	3.015
S4	2.694	2.760	2.985

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.710	3.623	3.201
R3	3.479	3.392	3.138
R2	3.248	3.248	3.116
R1	3.161	3.161	3.095	3.205
PP	3.017	3.017	3.017	3.039
S1	2.930	2.930	3.053	2.974
S2	2.786	2.786	3.032
S3	2.555	2.699	3.010
S4	2.324	2.468	2.947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.104	2.873	0.231	7.6%	0.117	3.8%	74%	False	False	21,871
10	3.104	2.831	0.273	9.0%	0.103	3.4%	78%	False	False	23,713
20	3.128	2.740	0.388	12.7%	0.128	4.2%	79%	False	False	22,072
40	3.460	2.643	0.817	26.8%	0.123	4.0%	49%	False	False	16,303
60	3.901	2.643	1.258	41.3%	0.109	3.6%	32%	False	False	12,118
80	4.162	2.643	1.519	49.9%	0.103	3.4%	26%	False	False	9,686

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.526
2.618	3.348
1.618	3.239
1.000	3.172
0.618	3.130
HIGH	3.063
0.618	3.021
0.500	3.009
0.382	2.996
LOW	2.954
0.618	2.887
1.000	2.845
1.618	2.778
2.618	2.669
4.250	2.491

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	3.033	3.036
PP	3.021	3.026
S1	3.009	3.017

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

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