NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	2.974	2.899	-0.075	-2.5%	3.099
High	3.040	2.921	-0.119	-3.9%	3.134
Low	2.900	2.807	-0.093	-3.2%	2.990
Close	2.904	2.812	-0.092	-3.2%	3.010
Range	0.140	0.114	-0.026	-18.6%	0.144
ATR	0.124	0.123	-0.001	-0.6%	0.000
Volume	4,689	7,104	2,415	51.5%	33,870

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.114	2.875
R3	3.075	3.000	2.843
R2	2.961	2.961	2.833
R1	2.886	2.886	2.822	2.867
PP	2.847	2.847	2.847	2.837
S1	2.772	2.772	2.802	2.753
S2	2.733	2.733	2.791
S3	2.619	2.658	2.781
S4	2.505	2.544	2.749

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.477	3.387	3.089
R3	3.333	3.243	3.050
R2	3.189	3.189	3.036
R1	3.099	3.099	3.023	3.072
PP	3.045	3.045	3.045	3.031
S1	2.955	2.955	2.997	2.928
S2	2.901	2.901	2.984
S3	2.757	2.811	2.970
S4	2.613	2.667	2.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.134	2.807	0.327	11.6%	0.118	4.2%	2%	False	True	7,010
10	3.137	2.807	0.330	11.7%	0.114	4.0%	2%	False	True	10,542
20	3.137	2.764	0.373	13.3%	0.119	4.2%	13%	False	False	13,166
40	3.390	2.666	0.724	25.7%	0.123	4.4%	20%	False	False	10,296
60	3.893	2.666	1.227	43.6%	0.106	3.8%	12%	False	False	7,728

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.406
2.618	3.219
1.618	3.105
1.000	3.035
0.618	2.991
HIGH	2.921
0.618	2.877
0.500	2.864
0.382	2.851
LOW	2.807
0.618	2.737
1.000	2.693
1.618	2.623
2.618	2.509
4.250	2.323

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	2.864	2.952
PP	2.847	2.905
S1	2.829	2.859

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

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