NYMEX Natural Gas Future October 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Feb-2012 | 22-Feb-2012 | Change | Change % | Previous Week |  
                        | Open | 3.145 | 3.144 | -0.001 | 0.0% | 3.033 |  
                        | High | 3.167 | 3.163 | -0.004 | -0.1% | 3.195 |  
                        | Low | 3.061 | 3.039 | -0.022 | -0.7% | 2.988 |  
                        | Close | 3.137 | 3.146 | 0.009 | 0.3% | 3.169 |  
                        | Range | 0.106 | 0.124 | 0.018 | 17.0% | 0.207 |  
                        | ATR | 0.134 | 0.133 | -0.001 | -0.5% | 0.000 |  
                        | Volume | 32,696 | 16,770 | -15,926 | -48.7% | 144,297 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.488 | 3.441 | 3.214 |  |  
                | R3 | 3.364 | 3.317 | 3.180 |  |  
                | R2 | 3.240 | 3.240 | 3.169 |  |  
                | R1 | 3.193 | 3.193 | 3.157 | 3.217 |  
                | PP | 3.116 | 3.116 | 3.116 | 3.128 |  
                | S1 | 3.069 | 3.069 | 3.135 | 3.093 |  
                | S2 | 2.992 | 2.992 | 3.123 |  |  
                | S3 | 2.868 | 2.945 | 3.112 |  |  
                | S4 | 2.744 | 2.821 | 3.078 |  |  | 
        
            | Weekly Pivots for week ending 17-Feb-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.738 | 3.661 | 3.283 |  |  
                | R3 | 3.531 | 3.454 | 3.226 |  |  
                | R2 | 3.324 | 3.324 | 3.207 |  |  
                | R1 | 3.247 | 3.247 | 3.188 | 3.286 |  
                | PP | 3.117 | 3.117 | 3.117 | 3.137 |  
                | S1 | 3.040 | 3.040 | 3.150 | 3.079 |  
                | S2 | 2.910 | 2.910 | 3.131 |  |  
                | S3 | 2.703 | 2.833 | 3.112 |  |  
                | S4 | 2.496 | 2.626 | 3.055 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.690 |  
            | 2.618 | 3.488 |  
            | 1.618 | 3.364 |  
            | 1.000 | 3.287 |  
            | 0.618 | 3.240 |  
            | HIGH | 3.163 |  
            | 0.618 | 3.116 |  
            | 0.500 | 3.101 |  
            | 0.382 | 3.086 |  
            | LOW | 3.039 |  
            | 0.618 | 2.962 |  
            | 1.000 | 2.915 |  
            | 1.618 | 2.838 |  
            | 2.618 | 2.714 |  
            | 4.250 | 2.512 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.131 | 3.136 |  
                                | PP | 3.116 | 3.127 |  
                                | S1 | 3.101 | 3.117 |  |