NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	2.706	2.673	-0.033	-1.2%	2.998
High	2.735	2.673	-0.062	-2.3%	3.048
Low	2.681	2.612	-0.069	-2.6%	2.773
Close	2.693	2.636	-0.057	-2.1%	2.817
Range	0.054	0.061	0.007	13.0%	0.275
ATR	0.111	0.109	-0.002	-1.9%	0.000
Volume	11,316	8,496	-2,820	-24.9%	47,603

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.823	2.791	2.670
R3	2.762	2.730	2.653
R2	2.701	2.701	2.647
R1	2.669	2.669	2.642	2.655
PP	2.640	2.640	2.640	2.633
S1	2.608	2.608	2.630	2.594
S2	2.579	2.579	2.625
S3	2.518	2.547	2.619
S4	2.457	2.486	2.602

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.704	3.536	2.968
R3	3.429	3.261	2.893
R2	3.154	3.154	2.867
R1	2.986	2.986	2.842	2.933
PP	2.879	2.879	2.879	2.853
S1	2.711	2.711	2.792	2.658
S2	2.604	2.604	2.767
S3	2.329	2.436	2.741
S4	2.054	2.161	2.666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.868	2.612	0.256	9.7%	0.062	2.4%	9%	False	True	10,022
10	3.140	2.612	0.528	20.0%	0.085	3.2%	5%	False	True	9,743
20	3.143	2.612	0.531	20.1%	0.095	3.6%	5%	False	True	10,921
40	3.335	2.612	0.723	27.4%	0.121	4.6%	3%	False	True	10,575
60	3.676	2.612	1.064	40.4%	0.106	4.0%	2%	False	True	8,092

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.932
2.618	2.833
1.618	2.772
1.000	2.734
0.618	2.711
HIGH	2.673
0.618	2.650
0.500	2.643
0.382	2.635
LOW	2.612
0.618	2.574
1.000	2.551
1.618	2.513
2.618	2.452
4.250	2.353

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	2.643	2.695
PP	2.640	2.675
S1	2.638	2.656

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

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