NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	2.637	2.576	-0.061	-2.3%	2.626
High	2.664	2.627	-0.037	-1.4%	2.705
Low	2.552	2.575	0.023	0.9%	2.552
Close	2.583	2.586	0.003	0.1%	2.586
Range	0.112	0.052	-0.060	-53.6%	0.153
ATR	0.097	0.094	-0.003	-3.3%	0.000
Volume	17,494	25,305	7,811	44.6%	100,153

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.721	2.615
R3	2.700	2.669	2.600
R2	2.648	2.648	2.596
R1	2.617	2.617	2.591	2.633
PP	2.596	2.596	2.596	2.604
S1	2.565	2.565	2.581	2.581
S2	2.544	2.544	2.576
S3	2.492	2.513	2.572
S4	2.440	2.461	2.557

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.073	2.983	2.670
R3	2.920	2.830	2.628
R2	2.767	2.767	2.614
R1	2.677	2.677	2.600	2.646
PP	2.614	2.614	2.614	2.599
S1	2.524	2.524	2.572	2.493
S2	2.461	2.461	2.558
S3	2.308	2.371	2.544
S4	2.155	2.218	2.502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.705	2.552	0.153	5.9%	0.077	3.0%	22%	False	False	20,030
10	2.705	2.507	0.198	7.7%	0.081	3.1%	40%	False	False	22,707
20	3.006	2.507	0.499	19.3%	0.085	3.3%	16%	False	False	21,621
40	3.124	2.507	0.617	23.9%	0.104	4.0%	13%	False	False	21,455
60	3.417	2.507	0.910	35.2%	0.112	4.3%	9%	False	False	18,442
80	3.868	2.507	1.361	52.6%	0.103	4.0%	6%	False	False	14,802
100	4.162	2.507	1.655	64.0%	0.099	3.8%	5%	False	False	12,318

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.848
2.618	2.763
1.618	2.711
1.000	2.679
0.618	2.659
HIGH	2.627
0.618	2.607
0.500	2.601
0.382	2.595
LOW	2.575
0.618	2.543
1.000	2.523
1.618	2.491
2.618	2.439
4.250	2.354

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	2.601	2.608
PP	2.596	2.601
S1	2.591	2.593

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

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