NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	2.760	2.690	-0.070	-2.5%	2.875
High	2.770	2.711	-0.059	-2.1%	2.939
Low	2.650	2.671	0.021	0.8%	2.650
Close	2.669	2.692	0.023	0.9%	2.692
Range	0.120	0.040	-0.080	-66.7%	0.289
ATR	0.127	0.121	-0.006	-4.8%	0.000
Volume	25,386	33,417	8,031	31.6%	118,037

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.811	2.792	2.714
R3	2.771	2.752	2.703
R2	2.731	2.731	2.699
R1	2.712	2.712	2.696	2.722
PP	2.691	2.691	2.691	2.696
S1	2.672	2.672	2.688	2.682
S2	2.651	2.651	2.685
S3	2.611	2.632	2.681
S4	2.571	2.592	2.670

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.627	3.449	2.851
R3	3.338	3.160	2.771
R2	3.049	3.049	2.745
R1	2.871	2.871	2.718	2.816
PP	2.760	2.760	2.760	2.733
S1	2.582	2.582	2.666	2.527
S2	2.471	2.471	2.639
S3	2.182	2.293	2.613
S4	1.893	2.004	2.533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.939	2.650	0.289	10.7%	0.104	3.9%	15%	False	False	23,607
10	3.040	2.650	0.390	14.5%	0.116	4.3%	11%	False	False	23,954
20	3.040	2.650	0.390	14.5%	0.112	4.2%	11%	False	False	26,523
40	3.309	2.590	0.719	26.7%	0.129	4.8%	14%	False	False	23,684
60	3.686	2.590	1.096	40.7%	0.114	4.2%	9%	False	False	17,405
80	3.943	2.590	1.353	50.3%	0.108	4.0%	8%	False	False	14,044
100	4.157	2.590	1.567	58.2%	0.103	3.8%	7%	False	False	11,626
120	4.478	2.590	1.888	70.1%	0.099	3.7%	5%	False	False	9,907

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2.881
2.618	2.816
1.618	2.776
1.000	2.751
0.618	2.736
HIGH	2.711
0.618	2.696
0.500	2.691
0.382	2.686
LOW	2.671
0.618	2.646
1.000	2.631
1.618	2.606
2.618	2.566
4.250	2.501

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	2.692	2.721
PP	2.691	2.711
S1	2.691	2.702

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

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