NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	2.818	2.865	0.047	1.7%	3.099
High	2.890	2.865	-0.025	-0.9%	3.134
Low	2.794	2.760	-0.034	-1.2%	2.990
Close	2.886	2.779	-0.107	-3.7%	3.010
Range	0.096	0.105	0.009	9.4%	0.144
ATR	0.121	0.121	0.000	0.3%	0.000
Volume	8,843	10,912	2,069	23.4%	33,870

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.116	3.053	2.837
R3	3.011	2.948	2.808
R2	2.906	2.906	2.798
R1	2.843	2.843	2.789	2.822
PP	2.801	2.801	2.801	2.791
S1	2.738	2.738	2.769	2.717
S2	2.696	2.696	2.760
S3	2.591	2.633	2.750
S4	2.486	2.528	2.721

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	3.097	2.760	0.337	12.1%	0.112	4.0%	6%	False	True	8,008
10	3.137	2.760	0.377	13.6%	0.115	4.1%	5%	False	True	8,946
20	3.137	2.760	0.377	13.6%	0.118	4.2%	5%	False	True	13,219
40	3.390	2.666	0.724	26.1%	0.124	4.4%	16%	False	False	10,648
60	3.794	2.666	1.128	40.6%	0.106	3.8%	10%	False	False	7,965

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.311
2.618	3.140
1.618	3.035
1.000	2.970
0.618	2.930
HIGH	2.865
0.618	2.825
0.500	2.813
0.382	2.800
LOW	2.760
0.618	2.695
1.000	2.655
1.618	2.590
2.618	2.485
4.250	2.314

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	2.813	2.841
PP	2.801	2.820
S1	2.790	2.800

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

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