NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	2.630	2.653	0.023	0.9%	2.770
High	2.657	2.686	0.029	1.1%	2.777
Low	2.579	2.615	0.036	1.4%	2.579
Close	2.622	2.685	0.063	2.4%	2.685
Range	0.078	0.071	-0.007	-9.0%	0.198
ATR	0.107	0.104	-0.003	-2.4%	0.000
Volume	19,819	15,868	-3,951	-19.9%	63,313

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.875	2.851	2.724
R3	2.804	2.780	2.705
R2	2.733	2.733	2.698
R1	2.709	2.709	2.692	2.721
PP	2.662	2.662	2.662	2.668
S1	2.638	2.638	2.678	2.650
S2	2.591	2.591	2.672
S3	2.520	2.567	2.665
S4	2.449	2.496	2.646

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.274	3.178	2.794
R3	3.076	2.980	2.739
R2	2.878	2.878	2.721
R1	2.782	2.782	2.703	2.731
PP	2.680	2.680	2.680	2.655
S1	2.584	2.584	2.667	2.533
S2	2.482	2.482	2.649
S3	2.284	2.386	2.631
S4	2.086	2.188	2.576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.777	2.579	0.198	7.4%	0.067	2.5%	54%	False	False	12,662
10	3.048	2.579	0.469	17.5%	0.078	2.9%	23%	False	False	11,091
20	3.143	2.579	0.564	21.0%	0.091	3.4%	19%	False	False	11,473
40	3.170	2.579	0.591	22.0%	0.117	4.3%	18%	False	False	11,051
60	3.568	2.579	0.989	36.8%	0.106	3.9%	11%	False	False	8,534

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.988
2.618	2.872
1.618	2.801
1.000	2.757
0.618	2.730
HIGH	2.686
0.618	2.659
0.500	2.651
0.382	2.642
LOW	2.615
0.618	2.571
1.000	2.544
1.618	2.500
2.618	2.429
4.250	2.313

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	2.674	2.668
PP	2.662	2.650
S1	2.651	2.633

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

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