NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	2.864	2.794	-0.070	-2.4%	3.060
High	2.890	2.858	-0.032	-1.1%	3.097
Low	2.767	2.760	-0.007	-0.3%	2.951
Close	2.779	2.852	0.073	2.6%	2.973
Range	0.123	0.098	-0.025	-20.3%	0.146
ATR	0.125	0.123	-0.002	-1.6%	0.000
Volume	14,033	14,083	50	0.4%	68,791

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.117	3.083	2.906
R3	3.019	2.985	2.879
R2	2.921	2.921	2.870
R1	2.887	2.887	2.861	2.904
PP	2.823	2.823	2.823	2.832
S1	2.789	2.789	2.843	2.806
S2	2.725	2.725	2.834
S3	2.627	2.691	2.825
S4	2.529	2.593	2.798

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	2.760	0.337	11.8%	0.118	4.2%	27%	False	True	12,738
10	3.104	2.760	0.344	12.1%	0.118	4.1%	27%	False	True	17,305
20	3.104	2.740	0.364	12.8%	0.117	4.1%	31%	False	False	20,917
40	3.368	2.643	0.725	25.4%	0.128	4.5%	29%	False	False	17,537
60	3.830	2.643	1.187	41.6%	0.110	3.9%	18%	False	False	12,976
80	4.060	2.643	1.417	49.7%	0.104	3.6%	15%	False	False	10,367

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.275
2.618	3.115
1.618	3.017
1.000	2.956
0.618	2.919
HIGH	2.858
0.618	2.821
0.500	2.809
0.382	2.797
LOW	2.760
0.618	2.699
1.000	2.662
1.618	2.601
2.618	2.503
4.250	2.344

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	2.838	2.883
PP	2.823	2.873
S1	2.809	2.862

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

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