NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	2.621	2.607	-0.014	-0.5%	2.760
High	2.640	2.667	0.027	1.0%	2.775
Low	2.565	2.599	0.034	1.3%	2.565
Close	2.606	2.667	0.061	2.3%	2.667
Range	0.075	0.068	-0.007	-9.3%	0.210
ATR	0.107	0.105	-0.003	-2.6%	0.000
Volume	17,418	13,501	-3,917	-22.5%	58,578

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.848	2.826	2.704
R3	2.780	2.758	2.686
R2	2.712	2.712	2.679
R1	2.690	2.690	2.673	2.701
PP	2.644	2.644	2.644	2.650
S1	2.622	2.622	2.661	2.633
S2	2.576	2.576	2.655
S3	2.508	2.554	2.648
S4	2.440	2.486	2.630

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.299	3.193	2.783
R3	3.089	2.983	2.725
R2	2.879	2.879	2.706
R1	2.773	2.773	2.686	2.721
PP	2.669	2.669	2.669	2.643
S1	2.563	2.563	2.648	2.511
S2	2.459	2.459	2.629
S3	2.249	2.353	2.609
S4	2.039	2.143	2.552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.775	2.565	0.210	7.9%	0.070	2.6%	49%	False	False	11,715
10	3.040	2.565	0.475	17.8%	0.084	3.2%	21%	False	False	10,007
20	3.137	2.565	0.572	21.4%	0.092	3.4%	18%	False	False	10,854
40	3.148	2.565	0.583	21.9%	0.118	4.4%	17%	False	False	11,675
60	3.560	2.565	0.995	37.3%	0.105	4.0%	10%	False	False	8,739
80	3.927	2.565	1.362	51.1%	0.099	3.7%	7%	False	False	7,262

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.956
2.618	2.845
1.618	2.777
1.000	2.735
0.618	2.709
HIGH	2.667
0.618	2.641
0.500	2.633
0.382	2.625
LOW	2.599
0.618	2.557
1.000	2.531
1.618	2.489
2.618	2.421
4.250	2.310

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	2.656	2.650
PP	2.644	2.633
S1	2.633	2.616

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

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