NYMEX Natural Gas Future June 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	2.661	2.567	-0.094	-3.5%	2.875
High	2.661	2.596	-0.065	-2.4%	2.939
Low	2.564	2.536	-0.028	-1.1%	2.650
Close	2.570	2.554	-0.016	-0.6%	2.692
Range	0.097	0.060	-0.037	-38.1%	0.289
ATR	0.121	0.117	-0.004	-3.6%	0.000
Volume	34,295	24,601	-9,694	-28.3%	118,037

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.742	2.708	2.587
R3	2.682	2.648	2.571
R2	2.622	2.622	2.565
R1	2.588	2.588	2.560	2.575
PP	2.562	2.562	2.562	2.556
S1	2.528	2.528	2.549	2.515
S2	2.502	2.502	2.543
S3	2.442	2.468	2.538
S4	2.382	2.408	2.521

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	2.792	2.536	0.256	10.0%	0.083	3.2%	7%	False	True	28,043
10	3.035	2.536	0.499	19.5%	0.104	4.1%	4%	False	True	24,129
20	3.040	2.536	0.504	19.7%	0.108	4.2%	4%	False	True	26,760
40	3.253	2.536	0.717	28.1%	0.127	5.0%	3%	False	True	24,619
60	3.686	2.536	1.150	45.0%	0.114	4.5%	2%	False	True	18,191
80	3.922	2.536	1.386	54.3%	0.107	4.2%	1%	False	True	14,725
100	4.157	2.536	1.621	63.5%	0.104	4.1%	1%	False	True	12,187
120	4.478	2.536	1.942	76.0%	0.099	3.9%	1%	False	True	10,389

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	2.851
2.618	2.753
1.618	2.693
1.000	2.656
0.618	2.633
HIGH	2.596
0.618	2.573
0.500	2.566
0.382	2.559
LOW	2.536
0.618	2.499
1.000	2.476
1.618	2.439
2.618	2.379
4.250	2.281

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	2.566	2.624
PP	2.562	2.600
S1	2.558	2.577

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

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