NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	2.647	2.632	-0.015	-0.6%	2.770
High	2.647	2.707	0.060	2.3%	2.777
Low	2.599	2.581	-0.018	-0.7%	2.579
Close	2.638	2.677	0.039	1.5%	2.685
Range	0.048	0.126	0.078	162.5%	0.198
ATR	0.103	0.105	0.002	1.6%	0.000
Volume	15,639	13,833	-1,806	-11.5%	63,313

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.033	2.981	2.746
R3	2.907	2.855	2.712
R2	2.781	2.781	2.700
R1	2.729	2.729	2.689	2.755
PP	2.655	2.655	2.655	2.668
S1	2.603	2.603	2.665	2.629
S2	2.529	2.529	2.654
S3	2.403	2.477	2.642
S4	2.277	2.351	2.608

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	2.707	2.579	0.128	4.8%	0.077	2.9%	77%	True	False	14,731
10	2.902	2.579	0.323	12.1%	0.073	2.7%	30%	False	False	12,284
20	3.143	2.579	0.564	21.1%	0.094	3.5%	17%	False	False	11,743
40	3.170	2.579	0.591	22.1%	0.117	4.4%	17%	False	False	11,151
60	3.523	2.579	0.944	35.3%	0.106	4.0%	10%	False	False	8,921

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.243
2.618	3.037
1.618	2.911
1.000	2.833
0.618	2.785
HIGH	2.707
0.618	2.659
0.500	2.644
0.382	2.629
LOW	2.581
0.618	2.503
1.000	2.455
1.618	2.377
2.618	2.251
4.250	2.046

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	2.666	2.666
PP	2.655	2.655
S1	2.644	2.644

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

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