NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	2.690	2.695	0.005	0.2%	2.647
High	2.743	2.737	-0.006	-0.2%	2.746
Low	2.665	2.684	0.019	0.7%	2.581
Close	2.714	2.724	0.010	0.4%	2.724
Range	0.078	0.053	-0.025	-32.1%	0.165
ATR	0.103	0.099	-0.004	-3.5%	0.000
Volume	12,535	12,525	-10	-0.1%	70,043

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.874	2.852	2.753
R3	2.821	2.799	2.739
R2	2.768	2.768	2.734
R1	2.746	2.746	2.729	2.757
PP	2.715	2.715	2.715	2.721
S1	2.693	2.693	2.719	2.704
S2	2.662	2.662	2.714
S3	2.609	2.640	2.709
S4	2.556	2.587	2.695

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.179	3.116	2.815
R3	3.014	2.951	2.769
R2	2.849	2.849	2.754
R1	2.786	2.786	2.739	2.818
PP	2.684	2.684	2.684	2.699
S1	2.621	2.621	2.709	2.653
S2	2.519	2.519	2.694
S3	2.354	2.456	2.679
S4	2.189	2.291	2.633

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.746	2.581	0.165	6.1%	0.083	3.0%	87%	False	False	14,008
10	2.777	2.579	0.198	7.3%	0.075	2.8%	73%	False	False	13,335
20	3.143	2.579	0.564	20.7%	0.090	3.3%	26%	False	False	12,284
40	3.170	2.579	0.591	21.7%	0.115	4.2%	25%	False	False	11,473
60	3.523	2.579	0.944	34.7%	0.107	3.9%	15%	False	False	9,385

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.962
2.618	2.876
1.618	2.823
1.000	2.790
0.618	2.770
HIGH	2.737
0.618	2.717
0.500	2.711
0.382	2.704
LOW	2.684
0.618	2.651
1.000	2.631
1.618	2.598
2.618	2.545
4.250	2.459

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	2.720	2.713
PP	2.715	2.703
S1	2.711	2.692

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

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