NYMEX Natural Gas Future December 2011

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Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary Previous Current 14-Mar-2011 15-Mar-2011 Change Change % Previous Week Open 4.694 4.705 0.011 0.2% 4.550 High 4.779 4.776 -0.003 -0.1% 4.674 Low 4.675 4.613 -0.062 -1.3% 4.520 Close 4.690 4.753 0.063 1.3% 4.644 Range 0.104 0.163 0.059 56.7% 0.154 ATR 0.095 0.100 0.005 5.1% 0.000 Volume 2,679 2,897 218 8.1% 16,044
Daily Pivots for day following 15-Mar-2011 Classic Woodie Camarilla DeMark R4 5.203 5.141 4.843 R3 5.040 4.978 4.798 R2 4.877 4.877 4.783 R1 4.815 4.815 4.768 4.846 PP 4.714 4.714 4.714 4.730 S1 4.652 4.652 4.738 4.683 S2 4.551 4.551 4.723 S3 4.388 4.489 4.708 S4 4.225 4.326 4.663	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 5.075 5.013 4.729 R3 4.921 4.859 4.686 R2 4.767 4.767 4.672 R1 4.705 4.705 4.658 4.736 PP 4.613 4.613 4.613 4.628 S1 4.551 4.551 4.630 4.582 S2 4.459 4.459 4.616 S3 4.305 4.397 4.602 S4 4.151 4.243 4.559
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4.779 4.566 0.213 4.5% 0.105 2.2% 88% False False 2,970 10 4.779 4.511 0.268 5.6% 0.097 2.0% 90% False False 3,283 20 4.813 4.511 0.302 6.4% 0.097 2.0% 80% False False 2,679
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 0.025 Widest range in 35 trading days	Fibonacci Retracements and Extensions 4.250 5.469 2.618 5.203 1.618 5.040 1.000 4.939 0.618 4.877 HIGH 4.776 0.618 4.714 0.500 4.695 0.382 4.675 LOW 4.613 0.618 4.512 1.000 4.450 1.618 4.349 2.618 4.186 4.250 3.920
Fisher Pivots for day following 15-Mar-2011 Pivot 1 day 3 day R1 4.734 4.729 PP 4.714 4.705 S1 4.695 4.681

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