NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	2.681	2.693	0.012	0.4%	2.624
High	2.711	2.726	0.015	0.6%	2.724
Low	2.648	2.600	-0.048	-1.8%	2.560
Close	2.710	2.642	-0.068	-2.5%	2.696
Range	0.063	0.126	0.063	100.0%	0.164
ATR	0.094	0.096	0.002	2.5%	0.000
Volume	10,219	8,596	-1,623	-15.9%	71,942

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.034	2.964	2.711
R3	2.908	2.838	2.677
R2	2.782	2.782	2.665
R1	2.712	2.712	2.654	2.684
PP	2.656	2.656	2.656	2.642
S1	2.586	2.586	2.630	2.558
S2	2.530	2.530	2.619
S3	2.404	2.460	2.607
S4	2.278	2.334	2.573

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.152	3.088	2.786
R3	2.988	2.924	2.741
R2	2.824	2.824	2.726
R1	2.760	2.760	2.711	2.792
PP	2.660	2.660	2.660	2.676
S1	2.596	2.596	2.681	2.628
S2	2.496	2.496	2.666
S3	2.332	2.432	2.651
S4	2.168	2.268	2.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.759	2.600	0.159	6.0%	0.077	2.9%	26%	False	True	10,820
10	2.759	2.560	0.199	7.5%	0.082	3.1%	41%	False	False	12,204
20	3.097	2.560	0.537	20.3%	0.085	3.2%	15%	False	False	10,856
40	3.148	2.560	0.588	22.3%	0.106	4.0%	14%	False	False	12,321
60	3.491	2.560	0.931	35.2%	0.108	4.1%	9%	False	False	10,234
80	3.927	2.560	1.367	51.7%	0.100	3.8%	6%	False	False	8,307

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	0.023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.262
2.618	3.056
1.618	2.930
1.000	2.852
0.618	2.804
HIGH	2.726
0.618	2.678
0.500	2.663
0.382	2.648
LOW	2.600
0.618	2.522
1.000	2.474
1.618	2.396
2.618	2.270
4.250	2.065

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	2.663	2.667
PP	2.656	2.659
S1	2.649	2.650

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

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