NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 21-Mar-2012

Day Change Summary
	Previous	Current
	20-Mar-2012	21-Mar-2012	Change	Change %	Previous Week
Open	2.760	2.705	-0.055	-2.0%	2.647
High	2.761	2.736	-0.025	-0.9%	2.746
Low	2.706	2.669	-0.037	-1.4%	2.581
Close	2.713	2.733	0.020	0.7%	2.724
Range	0.055	0.067	0.012	21.8%	0.165
ATR	0.096	0.094	-0.002	-2.2%	0.000
Volume	7,338	5,872	-1,466	-20.0%	70,043

Daily Pivots for day following 21-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.914	2.890	2.770
R3	2.847	2.823	2.751
R2	2.780	2.780	2.745
R1	2.756	2.756	2.739	2.768
PP	2.713	2.713	2.713	2.719
S1	2.689	2.689	2.727	2.701
S2	2.646	2.646	2.721
S3	2.579	2.622	2.715
S4	2.512	2.555	2.696

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	2.665	0.120	4.4%	0.070	2.5%	57%	False	False	8,904
10	2.785	2.579	0.206	7.5%	0.078	2.9%	75%	False	False	12,519
20	3.140	2.579	0.561	20.5%	0.082	3.0%	27%	False	False	11,131
40	3.170	2.579	0.591	21.6%	0.105	3.8%	26%	False	False	11,138
60	3.495	2.579	0.916	33.5%	0.107	3.9%	17%	False	False	9,579

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	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.021
2.618	2.911
1.618	2.844
1.000	2.803
0.618	2.777
HIGH	2.736
0.618	2.710
0.500	2.703
0.382	2.695
LOW	2.669
0.618	2.628
1.000	2.602
1.618	2.561
2.618	2.494
4.250	2.384

Fisher Pivots for day following 21-Mar-2012
Pivot	1 day	3 day
R1	2.723	2.731
PP	2.713	2.729
S1	2.703	2.727

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

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