NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	2.865	2.796	-0.069	-2.4%	2.974
High	2.865	2.824	-0.041	-1.4%	3.040
Low	2.760	2.788	0.028	1.0%	2.760
Close	2.779	2.807	0.028	1.0%	2.807
Range	0.105	0.036	-0.069	-65.7%	0.280
ATR	0.121	0.116	-0.005	-4.5%	0.000
Volume	10,912	9,953	-959	-8.8%	41,501

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.914	2.897	2.827
R3	2.878	2.861	2.817
R2	2.842	2.842	2.814
R1	2.825	2.825	2.810	2.834
PP	2.806	2.806	2.806	2.811
S1	2.789	2.789	2.804	2.798
S2	2.770	2.770	2.800
S3	2.734	2.753	2.797
S4	2.698	2.717	2.787

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.709	3.538	2.961
R3	3.429	3.258	2.884
R2	3.149	3.149	2.858
R1	2.978	2.978	2.833	2.924
PP	2.869	2.869	2.869	2.842
S1	2.698	2.698	2.781	2.644
S2	2.589	2.589	2.756
S3	2.309	2.418	2.730
S4	2.029	2.138	2.653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.040	2.760	0.280	10.0%	0.098	3.5%	17%	False	False	8,300
10	3.137	2.760	0.377	13.4%	0.110	3.9%	12%	False	False	8,887
20	3.137	2.760	0.377	13.4%	0.108	3.8%	12%	False	False	12,720
40	3.345	2.666	0.679	24.2%	0.122	4.3%	21%	False	False	10,830
60	3.755	2.666	1.089	38.8%	0.105	3.8%	13%	False	False	8,105

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2.977
2.618	2.918
1.618	2.882
1.000	2.860
0.618	2.846
HIGH	2.824
0.618	2.810
0.500	2.806
0.382	2.802
LOW	2.788
0.618	2.766
1.000	2.752
1.618	2.730
2.618	2.694
4.250	2.635

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	2.807	2.825
PP	2.806	2.819
S1	2.806	2.813

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

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