NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	2.989	3.099	0.110	3.7%	2.971
High	3.137	3.108	-0.029	-0.9%	3.137
Low	2.969	3.003	0.034	1.1%	2.925
Close	3.109	3.074	-0.035	-1.1%	3.109
Range	0.168	0.105	-0.063	-37.5%	0.212
ATR	0.127	0.125	-0.001	-1.2%	0.000
Volume	13,504	10,609	-2,895	-21.4%	70,820

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.377	3.330	3.132
R3	3.272	3.225	3.103
R2	3.167	3.167	3.093
R1	3.120	3.120	3.084	3.091
PP	3.062	3.062	3.062	3.047
S1	3.015	3.015	3.064	2.986
S2	2.957	2.957	3.055
S3	2.852	2.910	3.045
S4	2.747	2.805	3.016

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.693	3.613	3.226
R3	3.481	3.401	3.167
R2	3.269	3.269	3.148
R1	3.189	3.189	3.128	3.229
PP	3.057	3.057	3.057	3.077
S1	2.977	2.977	3.090	3.017
S2	2.845	2.845	3.070
S3	2.633	2.765	3.051
S4	2.421	2.553	2.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.137	2.925	0.212	6.9%	0.109	3.6%	70%	False	False	14,074
10	3.137	2.866	0.271	8.8%	0.109	3.5%	77%	False	False	15,626
20	3.148	2.764	0.384	12.5%	0.128	4.2%	81%	False	False	14,528
40	3.522	2.666	0.856	27.8%	0.117	3.8%	48%	False	False	9,701
60	3.927	2.666	1.261	41.0%	0.104	3.4%	32%	False	False	7,265

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.554
2.618	3.383
1.618	3.278
1.000	3.213
0.618	3.173
HIGH	3.108
0.618	3.068
0.500	3.056
0.382	3.043
LOW	3.003
0.618	2.938
1.000	2.898
1.618	2.833
2.618	2.728
4.250	2.557

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	3.068	3.064
PP	3.062	3.054
S1	3.056	3.044

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

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