NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	2.567	2.538	-0.029	-1.1%	2.875
High	2.596	2.539	-0.057	-2.2%	2.939
Low	2.536	2.472	-0.064	-2.5%	2.650
Close	2.554	2.490	-0.064	-2.5%	2.692
Range	0.060	0.067	0.007	11.7%	0.289
ATR	0.117	0.115	-0.003	-2.1%	0.000
Volume	24,601	28,159	3,558	14.5%	118,037

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.701	2.663	2.527
R3	2.634	2.596	2.508
R2	2.567	2.567	2.502
R1	2.529	2.529	2.496	2.515
PP	2.500	2.500	2.500	2.493
S1	2.462	2.462	2.484	2.448
S2	2.433	2.433	2.478
S3	2.366	2.395	2.472
S4	2.299	2.328	2.453

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	2.770	2.472	0.298	12.0%	0.077	3.1%	6%	False	True	29,171
10	3.035	2.472	0.563	22.6%	0.098	3.9%	3%	False	True	24,112
20	3.040	2.472	0.568	22.8%	0.104	4.2%	3%	False	True	27,061
40	3.253	2.472	0.781	31.4%	0.128	5.1%	2%	False	True	25,137
60	3.606	2.472	1.134	45.5%	0.113	4.6%	2%	False	True	18,595
80	3.859	2.472	1.387	55.7%	0.107	4.3%	1%	False	True	15,035
100	4.157	2.472	1.685	67.7%	0.104	4.2%	1%	False	True	12,450
120	4.472	2.472	2.000	80.3%	0.098	4.0%	1%	False	True	10,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.824
2.618	2.714
1.618	2.647
1.000	2.606
0.618	2.580
HIGH	2.539
0.618	2.513
0.500	2.506
0.382	2.498
LOW	2.472
0.618	2.431
1.000	2.405
1.618	2.364
2.618	2.297
4.250	2.187

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	2.506	2.567
PP	2.500	2.541
S1	2.495	2.516

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

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