NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	2.760	2.696	-0.064	-2.3%	2.974
High	2.775	2.723	-0.052	-1.9%	3.040
Low	2.692	2.661	-0.031	-1.2%	2.760
Close	2.697	2.679	-0.018	-0.7%	2.807
Range	0.083	0.062	-0.021	-25.3%	0.280
ATR	0.116	0.112	-0.004	-3.3%	0.000
Volume	9,301	10,548	1,247	13.4%	41,501

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.874	2.838	2.713
R3	2.812	2.776	2.696
R2	2.750	2.750	2.690
R1	2.714	2.714	2.685	2.701
PP	2.688	2.688	2.688	2.681
S1	2.652	2.652	2.673	2.639
S2	2.626	2.626	2.668
S3	2.564	2.590	2.662
S4	2.502	2.528	2.645

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	2.890	2.661	0.229	8.5%	0.076	2.9%	8%	False	True	9,911
10	3.134	2.661	0.473	17.7%	0.097	3.6%	4%	False	True	8,461
20	3.137	2.661	0.476	17.8%	0.103	3.8%	4%	False	True	12,043
40	3.330	2.661	0.669	25.0%	0.122	4.5%	3%	False	True	11,127
60	3.755	2.661	1.094	40.8%	0.106	4.0%	2%	False	True	8,319

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.987
2.618	2.885
1.618	2.823
1.000	2.785
0.618	2.761
HIGH	2.723
0.618	2.699
0.500	2.692
0.382	2.685
LOW	2.661
0.618	2.623
1.000	2.599
1.618	2.561
2.618	2.499
4.250	2.398

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	2.692	2.743
PP	2.688	2.721
S1	2.683	2.700

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

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