NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	2.955	2.864	-0.091	-3.1%	3.060
High	3.006	2.890	-0.116	-3.9%	3.097
Low	2.867	2.767	-0.100	-3.5%	2.951
Close	2.870	2.779	-0.091	-3.2%	2.973
Range	0.139	0.123	-0.016	-11.5%	0.146
ATR	0.125	0.125	0.000	-0.1%	0.000
Volume	8,213	14,033	5,820	70.9%	68,791

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.181	3.103	2.847
R3	3.058	2.980	2.813
R2	2.935	2.935	2.802
R1	2.857	2.857	2.790	2.835
PP	2.812	2.812	2.812	2.801
S1	2.734	2.734	2.768	2.712
S2	2.689	2.689	2.756
S3	2.566	2.611	2.745
S4	2.443	2.488	2.711

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	3.097	2.767	0.330	11.9%	0.121	4.3%	4%	False	True	14,237
10	3.104	2.767	0.337	12.1%	0.116	4.2%	4%	False	True	18,516
20	3.104	2.740	0.364	13.1%	0.120	4.3%	11%	False	False	20,770
40	3.368	2.643	0.725	26.1%	0.128	4.6%	19%	False	False	17,284
60	3.868	2.643	1.225	44.1%	0.111	4.0%	11%	False	False	12,788
80	4.060	2.643	1.417	51.0%	0.103	3.7%	10%	False	False	10,210

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	3.413
2.618	3.212
1.618	3.089
1.000	3.013
0.618	2.966
HIGH	2.890
0.618	2.843
0.500	2.829
0.382	2.814
LOW	2.767
0.618	2.691
1.000	2.644
1.618	2.568
2.618	2.445
4.250	2.244

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	2.829	2.914
PP	2.812	2.869
S1	2.796	2.824

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

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