NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	2.674	2.602	-0.072	-2.7%	2.702
High	2.690	2.626	-0.064	-2.4%	2.759
Low	2.604	2.572	-0.032	-1.2%	2.600
Close	2.619	2.604	-0.015	-0.6%	2.647
Range	0.086	0.054	-0.032	-37.2%	0.159
ATR	0.092	0.089	-0.003	-2.9%	0.000
Volume	6,106	9,791	3,685	60.4%	49,374

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.763	2.737	2.634
R3	2.709	2.683	2.619
R2	2.655	2.655	2.614
R1	2.629	2.629	2.609	2.642
PP	2.601	2.601	2.601	2.607
S1	2.575	2.575	2.599	2.588
S2	2.547	2.547	2.594
S3	2.493	2.521	2.589
S4	2.439	2.467	2.574

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	2.726	2.572	0.154	5.9%	0.075	2.9%	21%	False	True	9,496
10	2.759	2.572	0.187	7.2%	0.076	2.9%	17%	False	True	11,071
20	2.890	2.560	0.330	12.7%	0.076	2.9%	13%	False	False	11,274
40	3.137	2.560	0.577	22.2%	0.098	3.7%	8%	False	False	12,220
60	3.390	2.560	0.830	31.9%	0.107	4.1%	5%	False	False	10,622
80	3.893	2.560	1.333	51.2%	0.098	3.8%	3%	False	False	8,615

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.856
2.618	2.767
1.618	2.713
1.000	2.680
0.618	2.659
HIGH	2.626
0.618	2.605
0.500	2.599
0.382	2.593
LOW	2.572
0.618	2.539
1.000	2.518
1.618	2.485
2.618	2.431
4.250	2.343

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	2.602	2.631
PP	2.601	2.622
S1	2.599	2.613

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

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