NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	2.693	2.655	-0.038	-1.4%	2.702
High	2.726	2.685	-0.041	-1.5%	2.759
Low	2.600	2.640	0.040	1.5%	2.600
Close	2.642	2.647	0.005	0.2%	2.647
Range	0.126	0.045	-0.081	-64.3%	0.159
ATR	0.096	0.092	-0.004	-3.8%	0.000
Volume	8,596	12,768	4,172	48.5%	49,374

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.792	2.765	2.672
R3	2.747	2.720	2.659
R2	2.702	2.702	2.655
R1	2.675	2.675	2.651	2.666
PP	2.657	2.657	2.657	2.653
S1	2.630	2.630	2.643	2.621
S2	2.612	2.612	2.639
S3	2.567	2.585	2.635
S4	2.522	2.540	2.622

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.146	3.055	2.734
R3	2.987	2.896	2.691
R2	2.828	2.828	2.676
R1	2.737	2.737	2.662	2.703
PP	2.669	2.669	2.669	2.652
S1	2.578	2.578	2.632	2.544
S2	2.510	2.510	2.618
S3	2.351	2.419	2.603
S4	2.192	2.260	2.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.759	2.600	0.159	6.0%	0.077	2.9%	30%	False	False	9,874
10	2.759	2.560	0.199	7.5%	0.080	3.0%	44%	False	False	12,131
20	3.040	2.560	0.480	18.1%	0.082	3.1%	18%	False	False	11,069
40	3.148	2.560	0.588	22.2%	0.102	3.8%	15%	False	False	12,384
60	3.449	2.560	0.889	33.6%	0.108	4.1%	10%	False	False	10,425
80	3.893	2.560	1.333	50.4%	0.098	3.7%	7%	False	False	8,461

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.876
2.618	2.803
1.618	2.758
1.000	2.730
0.618	2.713
HIGH	2.685
0.618	2.668
0.500	2.663
0.382	2.657
LOW	2.640
0.618	2.612
1.000	2.595
1.618	2.567
2.618	2.522
4.250	2.449

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	2.663	2.663
PP	2.657	2.658
S1	2.652	2.652

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

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