NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	2.673	2.630	-0.043	-1.6%	2.998
High	2.673	2.657	-0.016	-0.6%	3.048
Low	2.612	2.579	-0.033	-1.3%	2.773
Close	2.636	2.622	-0.014	-0.5%	2.817
Range	0.061	0.078	0.017	27.9%	0.275
ATR	0.109	0.107	-0.002	-2.0%	0.000
Volume	8,496	19,819	11,323	133.3%	47,603

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.853	2.816	2.665
R3	2.775	2.738	2.643
R2	2.697	2.697	2.636
R1	2.660	2.660	2.629	2.640
PP	2.619	2.619	2.619	2.609
S1	2.582	2.582	2.615	2.562
S2	2.541	2.541	2.608
S3	2.463	2.504	2.601
S4	2.385	2.426	2.579

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	2.829	2.579	0.250	9.5%	0.059	2.2%	17%	False	True	11,627
10	3.106	2.579	0.527	20.1%	0.082	3.1%	8%	False	True	10,766
20	3.143	2.579	0.564	21.5%	0.095	3.6%	8%	False	True	11,226
40	3.235	2.579	0.656	25.0%	0.120	4.6%	7%	False	True	10,940
60	3.568	2.579	0.989	37.7%	0.105	4.0%	4%	False	True	8,338

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.989
2.618	2.861
1.618	2.783
1.000	2.735
0.618	2.705
HIGH	2.657
0.618	2.627
0.500	2.618
0.382	2.609
LOW	2.579
0.618	2.531
1.000	2.501
1.618	2.453
2.618	2.375
4.250	2.248

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	2.621	2.657
PP	2.619	2.645
S1	2.618	2.634

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

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