NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	2.624	2.560	-0.064	-2.4%	2.760
High	2.627	2.688	0.061	2.3%	2.775
Low	2.581	2.560	-0.021	-0.8%	2.565
Close	2.618	2.655	0.037	1.4%	2.667
Range	0.046	0.128	0.082	178.3%	0.210
ATR	0.103	0.105	0.002	1.7%	0.000
Volume	14,424	12,071	-2,353	-16.3%	58,578

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.018	2.965	2.725
R3	2.890	2.837	2.690
R2	2.762	2.762	2.678
R1	2.709	2.709	2.667	2.736
PP	2.634	2.634	2.634	2.648
S1	2.581	2.581	2.643	2.608
S2	2.506	2.506	2.632
S3	2.378	2.453	2.620
S4	2.250	2.325	2.585

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	2.688	2.560	0.128	4.8%	0.076	2.9%	74%	True	True	13,044
10	2.890	2.560	0.330	12.4%	0.076	2.9%	29%	False	True	11,478
20	3.137	2.560	0.577	21.7%	0.095	3.6%	16%	False	True	11,010
40	3.148	2.560	0.588	22.1%	0.119	4.5%	16%	False	True	11,836
60	3.522	2.560	0.962	36.2%	0.106	4.0%	10%	False	True	9,118
80	3.927	2.560	1.367	51.5%	0.100	3.8%	7%	False	True	7,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.232
2.618	3.023
1.618	2.895
1.000	2.816
0.618	2.767
HIGH	2.688
0.618	2.639
0.500	2.624
0.382	2.609
LOW	2.560
0.618	2.481
1.000	2.432
1.618	2.353
2.618	2.225
4.250	2.016

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	2.645	2.645
PP	2.634	2.634
S1	2.624	2.624

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

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