NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	3.470	3.470	0.000	0.0%	3.604
High	3.578	3.479	-0.099	-2.8%	3.607
Low	3.462	3.356	-0.106	-3.1%	3.356
Close	3.493	3.367	-0.126	-3.6%	3.367
Range	0.116	0.123	0.007	6.0%	0.251
ATR	0.107	0.109	0.002	2.0%	0.000
Volume	73,779	84,850	11,071	15.0%	268,539

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.770	3.691	3.435
R3	3.647	3.568	3.401
R2	3.524	3.524	3.390
R1	3.445	3.445	3.378	3.423
PP	3.401	3.401	3.401	3.390
S1	3.322	3.322	3.356	3.300
S2	3.278	3.278	3.344
S3	3.155	3.199	3.333
S4	3.032	3.076	3.299

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.196	4.033	3.505
R3	3.945	3.782	3.436
R2	3.694	3.694	3.413
R1	3.531	3.531	3.390	3.487
PP	3.443	3.443	3.443	3.422
S1	3.280	3.280	3.344	3.236
S2	3.192	3.192	3.321
S3	2.941	3.029	3.298
S4	2.690	2.778	3.229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.607	3.356	0.251	7.5%	0.108	3.2%	4%	False	True	53,707
10	3.741	3.356	0.385	11.4%	0.114	3.4%	3%	False	True	43,341
20	3.741	3.356	0.385	11.4%	0.108	3.2%	3%	False	True	34,793
40	4.114	3.356	0.758	22.5%	0.105	3.1%	1%	False	True	26,648
60	4.333	3.356	0.977	29.0%	0.096	2.9%	1%	False	True	22,583
80	4.516	3.356	1.160	34.5%	0.099	2.9%	1%	False	True	19,335
100	4.878	3.356	1.522	45.2%	0.097	2.9%	1%	False	True	16,682
120	4.912	3.356	1.556	46.2%	0.097	2.9%	1%	False	True	14,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.002
2.618	3.801
1.618	3.678
1.000	3.602
0.618	3.555
HIGH	3.479
0.618	3.432
0.500	3.418
0.382	3.403
LOW	3.356
0.618	3.280
1.000	3.233
1.618	3.157
2.618	3.034
4.250	2.833

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	3.418	3.467
PP	3.401	3.434
S1	3.384	3.400

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

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