NYMEX Natural Gas Future September 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	3.095	3.095	0.000	0.0%	2.982
High	3.114	3.140	0.026	0.8%	3.143
Low	2.986	3.024	0.038	1.3%	2.932
Close	3.095	3.081	-0.014	-0.5%	3.118
Range	0.128	0.116	-0.012	-9.4%	0.211
ATR	0.127	0.126	-0.001	-0.6%	0.000
Volume	13,435	9,583	-3,852	-28.7%	53,989

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.371	3.145
R3	3.314	3.255	3.113
R2	3.198	3.198	3.102
R1	3.139	3.139	3.092	3.111
PP	3.082	3.082	3.082	3.067
S1	3.023	3.023	3.070	2.995
S2	2.966	2.966	3.060
S3	2.850	2.907	3.049
S4	2.734	2.791	3.017

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.697	3.619	3.234
R3	3.486	3.408	3.176
R2	3.275	3.275	3.157
R1	3.197	3.197	3.137	3.236
PP	3.064	3.064	3.064	3.084
S1	2.986	2.986	3.099	3.025
S2	2.853	2.853	3.079
S3	2.642	2.775	3.060
S4	2.431	2.564	3.002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.143	2.959	0.184	6.0%	0.117	3.8%	66%	False	False	12,325
10	3.143	2.914	0.229	7.4%	0.109	3.5%	73%	False	False	11,686
20	3.170	2.773	0.397	12.9%	0.128	4.2%	78%	False	False	11,159
40	3.495	2.670	0.825	26.8%	0.121	3.9%	50%	False	False	8,998

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.633
2.618	3.444
1.618	3.328
1.000	3.256
0.618	3.212
HIGH	3.140
0.618	3.096
0.500	3.082
0.382	3.068
LOW	3.024
0.618	2.952
1.000	2.908
1.618	2.836
2.618	2.720
4.250	2.531

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	3.082	3.075
PP	3.082	3.069
S1	3.081	3.063

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

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