NYMEX Natural Gas Future April 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	2.342	2.266	-0.076	-3.2%	2.322
High	2.380	2.325	-0.055	-2.3%	2.393
Low	2.250	2.261	0.011	0.5%	2.250
Close	2.269	2.269	0.000	0.0%	2.269
Range	0.130	0.064	-0.066	-50.8%	0.143
ATR	0.108	0.104	-0.003	-2.9%	0.000
Volume	129,494	87,951	-41,543	-32.1%	500,448

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.477	2.437	2.304
R3	2.413	2.373	2.287
R2	2.349	2.349	2.281
R1	2.309	2.309	2.275	2.329
PP	2.285	2.285	2.285	2.295
S1	2.245	2.245	2.263	2.265
S2	2.221	2.221	2.257
S3	2.157	2.181	2.251
S4	2.093	2.117	2.234

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.733	2.644	2.348
R3	2.590	2.501	2.308
R2	2.447	2.447	2.295
R1	2.358	2.358	2.282	2.331
PP	2.304	2.304	2.304	2.291
S1	2.215	2.215	2.256	2.188
S2	2.161	2.161	2.243
S3	2.018	2.072	2.230
S4	1.875	1.929	2.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.393	2.250	0.143	6.3%	0.083	3.7%	13%	False	False	100,089
10	2.393	2.204	0.189	8.3%	0.092	4.1%	34%	False	False	105,008
20	2.742	2.204	0.538	23.7%	0.094	4.1%	12%	False	False	108,857
40	2.942	2.204	0.738	32.5%	0.116	5.1%	9%	False	False	97,500
60	3.265	2.204	1.061	46.8%	0.124	5.4%	6%	False	False	82,869
80	3.740	2.204	1.536	67.7%	0.115	5.0%	4%	False	False	69,680
100	4.052	2.204	1.848	81.4%	0.112	4.9%	4%	False	False	60,070
120	4.129	2.204	1.925	84.8%	0.109	4.8%	3%	False	False	53,145

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.597
2.618	2.493
1.618	2.429
1.000	2.389
0.618	2.365
HIGH	2.325
0.618	2.301
0.500	2.293
0.382	2.285
LOW	2.261
0.618	2.221
1.000	2.197
1.618	2.157
2.618	2.093
4.250	1.989

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	2.293	2.315
PP	2.285	2.300
S1	2.277	2.284

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

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