NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	2.382	2.310	-0.072	-3.0%	2.436
High	2.419	2.329	-0.090	-3.7%	2.502
Low	2.305	2.265	-0.040	-1.7%	2.345
Close	2.319	2.285	-0.034	-1.5%	2.373
Range	0.114	0.064	-0.050	-43.9%	0.157
ATR	0.102	0.099	-0.003	-2.7%	0.000
Volume	73,087	100,684	27,597	37.8%	331,988

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.485	2.449	2.320
R3	2.421	2.385	2.303
R2	2.357	2.357	2.297
R1	2.321	2.321	2.291	2.307
PP	2.293	2.293	2.293	2.286
S1	2.257	2.257	2.279	2.243
S2	2.229	2.229	2.273
S3	2.165	2.193	2.267
S4	2.101	2.129	2.250

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.878	2.782	2.459
R3	2.721	2.625	2.416
R2	2.564	2.564	2.402
R1	2.468	2.468	2.387	2.438
PP	2.407	2.407	2.407	2.391
S1	2.311	2.311	2.359	2.281
S2	2.250	2.250	2.344
S3	2.093	2.154	2.330
S4	1.936	1.997	2.287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.474	2.265	0.209	9.1%	0.086	3.8%	10%	False	True	77,547
10	2.502	2.265	0.237	10.4%	0.088	3.8%	8%	False	True	71,267
20	2.720	2.265	0.455	19.9%	0.087	3.8%	4%	False	True	59,661
40	2.961	2.265	0.696	30.5%	0.108	4.7%	3%	False	True	58,003
60	3.259	2.265	0.994	43.5%	0.119	5.2%	2%	False	True	49,340
80	3.777	2.265	1.512	66.2%	0.110	4.8%	1%	False	True	39,466
100	3.978	2.265	1.713	75.0%	0.105	4.6%	1%	False	True	32,948
120	4.144	2.265	1.879	82.2%	0.104	4.5%	1%	False	True	28,170

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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.601
2.618	2.497
1.618	2.433
1.000	2.393
0.618	2.369
HIGH	2.329
0.618	2.305
0.500	2.297
0.382	2.289
LOW	2.265
0.618	2.225
1.000	2.201
1.618	2.161
2.618	2.097
4.250	1.993

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	2.297	2.343
PP	2.293	2.324
S1	2.289	2.304

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

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