NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	2.403	2.391	-0.012	-0.5%	2.524
High	2.425	2.391	-0.034	-1.4%	2.607
Low	2.370	2.253	-0.117	-4.9%	2.447
Close	2.401	2.270	-0.131	-5.5%	2.481
Range	0.055	0.138	0.083	150.9%	0.160
ATR	0.092	0.096	0.004	4.3%	0.000
Volume	42,536	34,394	-8,142	-19.1%	120,226

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.719	2.632	2.346
R3	2.581	2.494	2.308
R2	2.443	2.443	2.295
R1	2.356	2.356	2.283	2.331
PP	2.305	2.305	2.305	2.292
S1	2.218	2.218	2.257	2.193
S2	2.167	2.167	2.245
S3	2.029	2.080	2.232
S4	1.891	1.942	2.194

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	2.526	2.253	0.273	12.0%	0.083	3.7%	6%	False	True	29,089
10	2.607	2.253	0.354	15.6%	0.083	3.7%	5%	False	True	27,221
20	2.711	2.253	0.458	20.2%	0.081	3.6%	4%	False	True	28,673
40	3.040	2.253	0.787	34.7%	0.102	4.5%	2%	False	True	27,375
60	3.310	2.253	1.057	46.6%	0.115	5.1%	2%	False	True	24,877
80	3.734	2.253	1.481	65.2%	0.107	4.7%	1%	False	True	19,842
100	3.991	2.253	1.738	76.6%	0.103	4.5%	1%	False	True	16,673
120	4.157	2.253	1.904	83.9%	0.100	4.4%	1%	False	True	14,203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	2.978
2.618	2.752
1.618	2.614
1.000	2.529
0.618	2.476
HIGH	2.391
0.618	2.338
0.500	2.322
0.382	2.306
LOW	2.253
0.618	2.168
1.000	2.115
1.618	2.030
2.618	1.892
4.250	1.667

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	2.322	2.350
PP	2.305	2.323
S1	2.287	2.297

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

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