NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	2.726	2.760	0.034	1.2%	2.647
High	2.785	2.761	-0.024	-0.9%	2.746
Low	2.690	2.706	0.016	0.6%	2.581
Close	2.755	2.713	-0.042	-1.5%	2.724
Range	0.095	0.055	-0.040	-42.1%	0.165
ATR	0.099	0.096	-0.003	-3.2%	0.000
Volume	6,253	7,338	1,085	17.4%	70,043

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.892	2.857	2.743
R3	2.837	2.802	2.728
R2	2.782	2.782	2.723
R1	2.747	2.747	2.718	2.737
PP	2.727	2.727	2.727	2.722
S1	2.692	2.692	2.708	2.682
S2	2.672	2.672	2.703
S3	2.617	2.637	2.698
S4	2.562	2.582	2.683

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	2.638	0.147	5.4%	0.078	2.9%	51%	False	False	10,832
10	2.785	2.579	0.206	7.6%	0.077	2.8%	65%	False	False	12,781
20	3.140	2.579	0.561	20.7%	0.085	3.1%	24%	False	False	11,509
40	3.170	2.579	0.591	21.8%	0.107	3.9%	23%	False	False	11,456
60	3.523	2.579	0.944	34.8%	0.107	4.0%	14%	False	False	9,555

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

Fibonacci Retracements and Extensions
4.250	2.995
2.618	2.905
1.618	2.850
1.000	2.816
0.618	2.795
HIGH	2.761
0.618	2.740
0.500	2.734
0.382	2.727
LOW	2.706
0.618	2.672
1.000	2.651
1.618	2.617
2.618	2.562
4.250	2.472

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	2.734	2.735
PP	2.727	2.727
S1	2.720	2.720

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

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