NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	2.978	3.038	0.060	2.0%	2.970
High	3.056	3.038	-0.018	-0.6%	3.109
Low	2.978	2.925	-0.053	-1.8%	2.866
Close	3.022	2.951	-0.071	-2.3%	3.012
Range	0.078	0.113	0.035	44.9%	0.243
ATR	0.128	0.127	-0.001	-0.8%	0.000
Volume	18,484	17,227	-1,257	-6.8%	90,356

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.310	3.244	3.013
R3	3.197	3.131	2.982
R2	3.084	3.084	2.972
R1	3.018	3.018	2.961	2.995
PP	2.971	2.971	2.971	2.960
S1	2.905	2.905	2.941	2.882
S2	2.858	2.858	2.930
S3	2.745	2.792	2.920
S4	2.632	2.679	2.889

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.725	3.611	3.146
R3	3.482	3.368	3.079
R2	3.239	3.239	3.057
R1	3.125	3.125	3.034	3.182
PP	2.996	2.996	2.996	3.024
S1	2.882	2.882	2.990	2.939
S2	2.753	2.753	2.967
S3	2.510	2.639	2.945
S4	2.267	2.396	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.062	2.891	0.171	5.8%	0.094	3.2%	35%	False	False	15,660
10	3.109	2.790	0.319	10.8%	0.121	4.1%	50%	False	False	17,491
20	3.148	2.666	0.482	16.3%	0.140	4.7%	59%	False	False	13,691
40	3.522	2.666	0.856	29.0%	0.114	3.8%	33%	False	False	8,961
60	3.927	2.666	1.261	42.7%	0.102	3.4%	23%	False	False	6,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.518
2.618	3.334
1.618	3.221
1.000	3.151
0.618	3.108
HIGH	3.038
0.618	2.995
0.500	2.982
0.382	2.968
LOW	2.925
0.618	2.855
1.000	2.812
1.618	2.742
2.618	2.629
4.250	2.445

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	2.982	2.991
PP	2.971	2.977
S1	2.961	2.964

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

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