NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	2.550	2.469	-0.081	-3.2%	2.781
High	2.561	2.503	-0.058	-2.3%	2.849
Low	2.466	2.445	-0.021	-0.9%	2.559
Close	2.472	2.462	-0.010	-0.4%	2.600
Range	0.095	0.058	-0.037	-38.9%	0.290
ATR	0.126	0.121	-0.005	-3.9%	0.000
Volume	36,208	35,154	-1,054	-2.9%	214,309

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.644	2.611	2.494
R3	2.586	2.553	2.478
R2	2.528	2.528	2.473
R1	2.495	2.495	2.467	2.483
PP	2.470	2.470	2.470	2.464
S1	2.437	2.437	2.457	2.425
S2	2.412	2.412	2.451
S3	2.354	2.379	2.446
S4	2.296	2.321	2.430

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.539	3.360	2.760
R3	3.249	3.070	2.680
R2	2.959	2.959	2.653
R1	2.780	2.780	2.627	2.725
PP	2.669	2.669	2.669	2.642
S1	2.490	2.490	2.573	2.435
S2	2.379	2.379	2.547
S3	2.089	2.200	2.520
S4	1.799	1.910	2.441

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.720	2.445	0.275	11.2%	0.087	3.5%	6%	False	True	44,960
10	2.945	2.445	0.500	20.3%	0.106	4.3%	3%	False	True	39,938
20	2.961	2.445	0.516	21.0%	0.113	4.6%	3%	False	True	56,524
40	3.204	2.445	0.759	30.8%	0.131	5.3%	2%	False	True	47,765
60	3.655	2.445	1.210	49.1%	0.117	4.8%	1%	False	True	35,643
80	3.880	2.445	1.435	58.3%	0.111	4.5%	1%	False	True	28,690
100	4.121	2.445	1.676	68.1%	0.107	4.4%	1%	False	True	23,944
120	4.440	2.445	1.995	81.0%	0.102	4.1%	1%	False	True	20,432

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.750
2.618	2.655
1.618	2.597
1.000	2.561
0.618	2.539
HIGH	2.503
0.618	2.481
0.500	2.474
0.382	2.467
LOW	2.445
0.618	2.409
1.000	2.387
1.618	2.351
2.618	2.293
4.250	2.199

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	2.474	2.533
PP	2.470	2.509
S1	2.466	2.486

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

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