NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	2.695	2.726	0.031	1.2%	2.647
High	2.737	2.785	0.048	1.8%	2.746
Low	2.684	2.690	0.006	0.2%	2.581
Close	2.724	2.755	0.031	1.1%	2.724
Range	0.053	0.095	0.042	79.2%	0.165
ATR	0.099	0.099	0.000	-0.3%	0.000
Volume	12,525	6,253	-6,272	-50.1%	70,043

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.028	2.987	2.807
R3	2.933	2.892	2.781
R2	2.838	2.838	2.772
R1	2.797	2.797	2.764	2.818
PP	2.743	2.743	2.743	2.754
S1	2.702	2.702	2.746	2.723
S2	2.648	2.648	2.738
S3	2.553	2.607	2.729
S4	2.458	2.512	2.703

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	2.785	2.581	0.204	7.4%	0.092	3.3%	85%	True	False	12,131
10	2.785	2.579	0.206	7.5%	0.077	2.8%	85%	True	False	13,179
20	3.140	2.579	0.561	20.4%	0.087	3.2%	31%	False	False	11,955
40	3.170	2.579	0.591	21.5%	0.115	4.2%	30%	False	False	11,437
60	3.523	2.579	0.944	34.3%	0.108	3.9%	19%	False	False	9,460

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	0.025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.189
2.618	3.034
1.618	2.939
1.000	2.880
0.618	2.844
HIGH	2.785
0.618	2.749
0.500	2.738
0.382	2.726
LOW	2.690
0.618	2.631
1.000	2.595
1.618	2.536
2.618	2.441
4.250	2.286

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	2.749	2.745
PP	2.743	2.735
S1	2.738	2.725

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

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