NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	3.038	2.950	-0.088	-2.9%	2.970
High	3.038	3.033	-0.005	-0.2%	3.109
Low	2.925	2.950	0.025	0.9%	2.866
Close	2.951	3.014	0.063	2.1%	3.012
Range	0.113	0.083	-0.030	-26.5%	0.243
ATR	0.127	0.123	-0.003	-2.5%	0.000
Volume	17,227	10,546	-6,681	-38.8%	90,356

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.248	3.214	3.060
R3	3.165	3.131	3.037
R2	3.082	3.082	3.029
R1	3.048	3.048	3.022	3.065
PP	2.999	2.999	2.999	3.008
S1	2.965	2.965	3.006	2.982
S2	2.916	2.916	2.999
S3	2.833	2.882	2.991
S4	2.750	2.799	2.968

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	3.056	2.925	0.131	4.3%	0.076	2.5%	68%	False	False	13,926
10	3.109	2.866	0.243	8.1%	0.106	3.5%	61%	False	False	16,553
20	3.148	2.666	0.482	16.0%	0.138	4.6%	72%	False	False	13,886
40	3.522	2.666	0.856	28.4%	0.114	3.8%	41%	False	False	9,197
60	3.927	2.666	1.261	41.8%	0.102	3.4%	28%	False	False	6,952

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.386
2.618	3.250
1.618	3.167
1.000	3.116
0.618	3.084
HIGH	3.033
0.618	3.001
0.500	2.992
0.382	2.982
LOW	2.950
0.618	2.899
1.000	2.867
1.618	2.816
2.618	2.733
4.250	2.597

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	3.007	3.006
PP	2.999	2.998
S1	2.992	2.991

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

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