NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	2.686	2.671	-0.015	-0.6%	2.624
High	2.724	2.708	-0.016	-0.6%	2.724
Low	2.640	2.660	0.020	0.8%	2.560
Close	2.687	2.696	0.009	0.3%	2.696
Range	0.084	0.048	-0.036	-42.9%	0.164
ATR	0.104	0.100	-0.004	-3.8%	0.000
Volume	14,413	17,496	3,083	21.4%	71,942

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.832	2.812	2.722
R3	2.784	2.764	2.709
R2	2.736	2.736	2.705
R1	2.716	2.716	2.700	2.726
PP	2.688	2.688	2.688	2.693
S1	2.668	2.668	2.692	2.678
S2	2.640	2.640	2.687
S3	2.592	2.620	2.683
S4	2.544	2.572	2.670

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.152	3.088	2.786
R3	2.988	2.924	2.741
R2	2.824	2.824	2.726
R1	2.760	2.760	2.711	2.792
PP	2.660	2.660	2.660	2.676
S1	2.596	2.596	2.681	2.628
S2	2.496	2.496	2.666
S3	2.332	2.432	2.651
S4	2.168	2.268	2.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.724	2.560	0.164	6.1%	0.083	3.1%	83%	False	False	14,388
10	2.775	2.560	0.215	8.0%	0.076	2.8%	63%	False	False	13,052
20	3.137	2.560	0.577	21.4%	0.093	3.5%	24%	False	False	10,969
40	3.148	2.560	0.588	21.8%	0.116	4.3%	23%	False	False	12,428
60	3.522	2.560	0.962	35.7%	0.107	4.0%	14%	False	False	9,788
80	3.927	2.560	1.367	50.7%	0.100	3.7%	10%	False	False	7,956

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.912
2.618	2.834
1.618	2.786
1.000	2.756
0.618	2.738
HIGH	2.708
0.618	2.690
0.500	2.684
0.382	2.678
LOW	2.660
0.618	2.630
1.000	2.612
1.618	2.582
2.618	2.534
4.250	2.456

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	2.692	2.687
PP	2.688	2.679
S1	2.684	2.670

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

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