NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	2.538	2.510	-0.028	-1.1%	2.875
High	2.539	2.520	-0.019	-0.7%	2.939
Low	2.472	2.429	-0.043	-1.7%	2.650
Close	2.490	2.465	-0.025	-1.0%	2.692
Range	0.067	0.091	0.024	35.8%	0.289
ATR	0.115	0.113	-0.002	-1.5%	0.000
Volume	28,159	33,114	4,955	17.6%	118,037

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.744	2.696	2.515
R3	2.653	2.605	2.490
R2	2.562	2.562	2.482
R1	2.514	2.514	2.473	2.493
PP	2.471	2.471	2.471	2.461
S1	2.423	2.423	2.457	2.402
S2	2.380	2.380	2.448
S3	2.289	2.332	2.440
S4	2.198	2.241	2.415

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.627	3.449	2.851
R3	3.338	3.160	2.771
R2	3.049	3.049	2.745
R1	2.871	2.871	2.718	2.816
PP	2.760	2.760	2.760	2.733
S1	2.582	2.582	2.666	2.527
S2	2.471	2.471	2.639
S3	2.182	2.293	2.613
S4	1.893	2.004	2.533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.711	2.429	0.282	11.4%	0.071	2.9%	13%	False	True	30,717
10	2.987	2.429	0.558	22.6%	0.094	3.8%	6%	False	True	25,314
20	3.040	2.429	0.611	24.8%	0.104	4.2%	6%	False	True	26,511
40	3.153	2.429	0.724	29.4%	0.127	5.2%	5%	False	True	25,718
60	3.485	2.429	1.056	42.8%	0.113	4.6%	3%	False	True	19,023
80	3.851	2.429	1.422	57.7%	0.107	4.3%	3%	False	True	15,387
100	4.157	2.429	1.728	70.1%	0.104	4.2%	2%	False	True	12,771
120	4.384	2.429	1.955	79.3%	0.098	4.0%	2%	False	True	10,884

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	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.907
2.618	2.758
1.618	2.667
1.000	2.611
0.618	2.576
HIGH	2.520
0.618	2.485
0.500	2.475
0.382	2.464
LOW	2.429
0.618	2.373
1.000	2.338
1.618	2.282
2.618	2.191
4.250	2.042

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	2.475	2.513
PP	2.471	2.497
S1	2.468	2.481

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

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