NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	3.750	3.683	-0.067	-1.8%	3.656
High	3.750	3.693	-0.057	-1.5%	3.750
Low	3.680	3.590	-0.090	-2.4%	3.656
Close	3.695	3.590	-0.105	-2.8%	3.695
Range	0.070	0.103	0.033	47.1%	0.094
ATR	0.083	0.084	0.002	1.9%	0.000
Volume	847	4,544	3,697	436.5%	1,917

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.933	3.865	3.647
R3	3.830	3.762	3.618
R2	3.727	3.727	3.609
R1	3.659	3.659	3.599	3.642
PP	3.624	3.624	3.624	3.616
S1	3.556	3.556	3.581	3.539
S2	3.521	3.521	3.571
S3	3.418	3.453	3.562
S4	3.315	3.350	3.533

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.982	3.933	3.747
R3	3.888	3.839	3.721
R2	3.794	3.794	3.712
R1	3.745	3.745	3.704	3.770
PP	3.700	3.700	3.700	3.713
S1	3.651	3.651	3.686	3.676
S2	3.606	3.606	3.678
S3	3.512	3.557	3.669
S4	3.418	3.463	3.643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.750	3.590	0.160	4.5%	0.067	1.9%	0%	False	True	1,292
10	3.750	3.590	0.160	4.5%	0.054	1.5%	0%	False	True	855
20	3.750	3.349	0.401	11.2%	0.066	1.8%	60%	False	False	613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.006
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.131
2.618	3.963
1.618	3.860
1.000	3.796
0.618	3.757
HIGH	3.693
0.618	3.654
0.500	3.642
0.382	3.629
LOW	3.590
0.618	3.526
1.000	3.487
1.618	3.423
2.618	3.320
4.250	3.152

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	3.642	3.670
PP	3.624	3.643
S1	3.607	3.617

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

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