NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	2.655	2.674	0.019	0.7%	2.702
High	2.685	2.690	0.005	0.2%	2.759
Low	2.640	2.604	-0.036	-1.4%	2.600
Close	2.647	2.619	-0.028	-1.1%	2.647
Range	0.045	0.086	0.041	91.1%	0.159
ATR	0.092	0.092	0.000	-0.5%	0.000
Volume	12,768	6,106	-6,662	-52.2%	49,374

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.896	2.843	2.666
R3	2.810	2.757	2.643
R2	2.724	2.724	2.635
R1	2.671	2.671	2.627	2.655
PP	2.638	2.638	2.638	2.629
S1	2.585	2.585	2.611	2.569
S2	2.552	2.552	2.603
S3	2.466	2.499	2.595
S4	2.380	2.413	2.572

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.146	3.055	2.734
R3	2.987	2.896	2.691
R2	2.828	2.828	2.676
R1	2.737	2.737	2.662	2.703
PP	2.669	2.669	2.669	2.652
S1	2.578	2.578	2.632	2.544
S2	2.510	2.510	2.618
S3	2.351	2.419	2.603
S4	2.192	2.260	2.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.734	2.600	0.134	5.1%	0.074	2.8%	14%	False	False	9,450
10	2.759	2.560	0.199	7.6%	0.084	3.2%	30%	False	False	11,299
20	2.921	2.560	0.361	13.8%	0.079	3.0%	16%	False	False	11,140
40	3.148	2.560	0.588	22.5%	0.100	3.8%	10%	False	False	12,217
60	3.393	2.560	0.833	31.8%	0.108	4.1%	7%	False	False	10,508
80	3.893	2.560	1.333	50.9%	0.099	3.8%	4%	False	False	8,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.056
2.618	2.915
1.618	2.829
1.000	2.776
0.618	2.743
HIGH	2.690
0.618	2.657
0.500	2.647
0.382	2.637
LOW	2.604
0.618	2.551
1.000	2.518
1.618	2.465
2.618	2.379
4.250	2.239

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	2.647	2.663
PP	2.638	2.648
S1	2.628	2.634

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

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