NYMEX Natural Gas Future June 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	2.493	2.432	-0.061	-2.4%	2.524
High	2.526	2.446	-0.080	-3.2%	2.607
Low	2.424	2.384	-0.040	-1.7%	2.447
Close	2.437	2.414	-0.023	-0.9%	2.481
Range	0.102	0.062	-0.040	-39.2%	0.160
ATR	0.098	0.095	-0.003	-2.6%	0.000
Volume	21,745	21,867	122	0.6%	120,226

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.601	2.569	2.448
R3	2.539	2.507	2.431
R2	2.477	2.477	2.425
R1	2.445	2.445	2.420	2.430
PP	2.415	2.415	2.415	2.407
S1	2.383	2.383	2.408	2.368
S2	2.353	2.353	2.403
S3	2.291	2.321	2.397
S4	2.229	2.259	2.380

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.992	2.896	2.569
R3	2.832	2.736	2.525
R2	2.672	2.672	2.510
R1	2.576	2.576	2.496	2.544
PP	2.512	2.512	2.512	2.496
S1	2.416	2.416	2.466	2.384
S2	2.352	2.352	2.452
S3	2.192	2.256	2.437
S4	2.032	2.096	2.393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.570	2.384	0.186	7.7%	0.082	3.4%	16%	False	True	22,729
10	2.607	2.384	0.223	9.2%	0.083	3.4%	13%	False	True	26,054
20	2.792	2.384	0.408	16.9%	0.083	3.4%	7%	False	True	27,222
40	3.040	2.384	0.656	27.2%	0.103	4.3%	5%	False	True	26,800
60	3.310	2.384	0.926	38.4%	0.115	4.7%	3%	False	True	23,741
80	3.812	2.384	1.428	59.2%	0.106	4.4%	2%	False	True	19,022
100	4.021	2.384	1.637	67.8%	0.102	4.2%	2%	False	True	15,953
120	4.182	2.384	1.798	74.5%	0.100	4.1%	2%	False	True	13,590

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.710
2.618	2.608
1.618	2.546
1.000	2.508
0.618	2.484
HIGH	2.446
0.618	2.422
0.500	2.415
0.382	2.408
LOW	2.384
0.618	2.346
1.000	2.322
1.618	2.284
2.618	2.222
4.250	2.121

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	2.415	2.455
PP	2.415	2.441
S1	2.414	2.428

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

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