NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	2.580	2.456	-0.124	-4.8%	2.674
High	2.580	2.485	-0.095	-3.7%	2.690
Low	2.443	2.424	-0.019	-0.8%	2.424
Close	2.459	2.461	0.002	0.1%	2.461
Range	0.137	0.061	-0.076	-55.5%	0.266
ATR	0.091	0.089	-0.002	-2.3%	0.000
Volume	13,681	15,756	2,075	15.2%	56,611

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.640	2.611	2.495
R3	2.579	2.550	2.478
R2	2.518	2.518	2.472
R1	2.489	2.489	2.467	2.504
PP	2.457	2.457	2.457	2.464
S1	2.428	2.428	2.455	2.443
S2	2.396	2.396	2.450
S3	2.335	2.367	2.444
S4	2.274	2.306	2.427

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.323	3.158	2.607
R3	3.057	2.892	2.534
R2	2.791	2.791	2.510
R1	2.626	2.626	2.485	2.576
PP	2.525	2.525	2.525	2.500
S1	2.360	2.360	2.437	2.310
S2	2.259	2.259	2.412
S3	1.993	2.094	2.388
S4	1.727	1.828	2.315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.690	2.424	0.266	10.8%	0.077	3.1%	14%	False	True	11,322
10	2.759	2.424	0.335	13.6%	0.077	3.1%	11%	False	True	10,598
20	2.775	2.424	0.351	14.3%	0.077	3.1%	11%	False	True	11,825
40	3.137	2.424	0.713	29.0%	0.092	3.7%	5%	False	True	12,272
60	3.345	2.424	0.921	37.4%	0.107	4.3%	4%	False	True	11,161
80	3.755	2.424	1.331	54.1%	0.098	4.0%	3%	False	True	9,035

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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.744
2.618	2.645
1.618	2.584
1.000	2.546
0.618	2.523
HIGH	2.485
0.618	2.462
0.500	2.455
0.382	2.447
LOW	2.424
0.618	2.386
1.000	2.363
1.618	2.325
2.618	2.264
4.250	2.165

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	2.459	2.517
PP	2.457	2.498
S1	2.455	2.480

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

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