NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	3.045	3.004	-0.041	-1.3%	3.060
High	3.097	3.060	-0.037	-1.2%	3.097
Low	2.974	2.951	-0.023	-0.8%	2.951
Close	3.031	2.973	-0.058	-1.9%	2.973
Range	0.123	0.109	-0.014	-11.4%	0.146
ATR	0.125	0.124	-0.001	-0.9%	0.000
Volume	11,933	15,430	3,497	29.3%	68,791

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.322	3.256	3.033
R3	3.213	3.147	3.003
R2	3.104	3.104	2.993
R1	3.038	3.038	2.983	3.017
PP	2.995	2.995	2.995	2.984
S1	2.929	2.929	2.963	2.908
S2	2.886	2.886	2.953
S3	2.777	2.820	2.943
S4	2.668	2.711	2.913

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.445	3.355	3.053
R3	3.299	3.209	3.013
R2	3.153	3.153	3.000
R1	3.063	3.063	2.986	3.035
PP	3.007	3.007	3.007	2.993
S1	2.917	2.917	2.960	2.889
S2	2.861	2.861	2.946
S3	2.715	2.771	2.933
S4	2.569	2.625	2.893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.104	2.930	0.174	5.9%	0.122	4.1%	25%	False	False	18,176
10	3.104	2.873	0.231	7.8%	0.101	3.4%	43%	False	False	20,323
20	3.124	2.740	0.384	12.9%	0.123	4.1%	61%	False	False	21,288
40	3.417	2.643	0.774	26.0%	0.125	4.2%	43%	False	False	16,853
60	3.868	2.643	1.225	41.2%	0.109	3.7%	27%	False	False	12,529
80	4.162	2.643	1.519	51.1%	0.103	3.5%	22%	False	False	9,992

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.523
2.618	3.345
1.618	3.236
1.000	3.169
0.618	3.127
HIGH	3.060
0.618	3.018
0.500	3.006
0.382	2.993
LOW	2.951
0.618	2.884
1.000	2.842
1.618	2.775
2.618	2.666
4.250	2.488

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	3.006	3.024
PP	2.995	3.007
S1	2.984	2.990

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

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