NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	3.082	3.112	0.030	1.0%	2.971
High	3.103	3.134	0.031	1.0%	3.137
Low	2.993	3.017	0.024	0.8%	2.925
Close	3.083	3.070	-0.013	-0.4%	3.109
Range	0.110	0.117	0.007	6.4%	0.212
ATR	0.124	0.124	-0.001	-0.4%	0.000
Volume	8,215	6,550	-1,665	-20.3%	70,820

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.425	3.364	3.134
R3	3.308	3.247	3.102
R2	3.191	3.191	3.091
R1	3.130	3.130	3.081	3.102
PP	3.074	3.074	3.074	3.060
S1	3.013	3.013	3.059	2.985
S2	2.957	2.957	3.049
S3	2.840	2.896	3.038
S4	2.723	2.779	3.006

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	2.950	0.187	6.1%	0.117	3.8%	64%	False	False	9,884
10	3.137	2.891	0.246	8.0%	0.105	3.4%	73%	False	False	12,772
20	3.148	2.764	0.384	12.5%	0.127	4.1%	80%	False	False	13,786
40	3.491	2.666	0.825	26.9%	0.120	3.9%	49%	False	False	9,924
60	3.927	2.666	1.261	41.1%	0.105	3.4%	32%	False	False	7,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.631
2.618	3.440
1.618	3.323
1.000	3.251
0.618	3.206
HIGH	3.134
0.618	3.089
0.500	3.076
0.382	3.062
LOW	3.017
0.618	2.945
1.000	2.900
1.618	2.828
2.618	2.711
4.250	2.520

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	3.076	3.068
PP	3.074	3.066
S1	3.072	3.064

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

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