NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	2.688	2.630	-0.058	-2.2%	2.726
High	2.713	2.644	-0.069	-2.5%	2.785
Low	2.628	2.599	-0.029	-1.1%	2.657
Close	2.646	2.631	-0.015	-0.6%	2.670
Range	0.085	0.045	-0.040	-47.1%	0.128
ATR	0.089	0.086	-0.003	-3.4%	0.000
Volume	5,367	9,179	3,812	71.0%	36,806

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.760	2.740	2.656
R3	2.715	2.695	2.643
R2	2.670	2.670	2.639
R1	2.650	2.650	2.635	2.660
PP	2.625	2.625	2.625	2.630
S1	2.605	2.605	2.627	2.615
S2	2.580	2.580	2.623
S3	2.535	2.560	2.619
S4	2.490	2.515	2.606

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.088	3.007	2.740
R3	2.960	2.879	2.705
R2	2.832	2.832	2.693
R1	2.751	2.751	2.682	2.728
PP	2.704	2.704	2.704	2.692
S1	2.623	2.623	2.658	2.600
S2	2.576	2.576	2.647
S3	2.448	2.495	2.635
S4	2.320	2.367	2.600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.736	2.599	0.137	5.2%	0.065	2.5%	23%	False	True	7,552
10	2.785	2.599	0.186	7.1%	0.071	2.7%	17%	False	True	9,192
20	2.902	2.579	0.323	12.3%	0.072	2.7%	16%	False	False	10,738
40	3.143	2.579	0.564	21.4%	0.095	3.6%	9%	False	False	11,148
60	3.401	2.579	0.822	31.2%	0.107	4.0%	6%	False	False	10,008

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.018
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2.835
2.618	2.762
1.618	2.717
1.000	2.689
0.618	2.672
HIGH	2.644
0.618	2.627
0.500	2.622
0.382	2.616
LOW	2.599
0.618	2.571
1.000	2.554
1.618	2.526
2.618	2.481
4.250	2.408

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	2.628	2.656
PP	2.625	2.648
S1	2.622	2.639

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

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