NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 28-Mar-2012

Day Change Summary
	Previous	Current
	27-Mar-2012	28-Mar-2012	Change	Change %	Previous Week
Open	2.630	2.620	-0.010	-0.4%	2.726
High	2.644	2.638	-0.006	-0.2%	2.785
Low	2.599	2.590	-0.009	-0.3%	2.657
Close	2.631	2.619	-0.012	-0.5%	2.670
Range	0.045	0.048	0.003	6.7%	0.128
ATR	0.086	0.083	-0.003	-3.2%	0.000
Volume	9,179	11,399	2,220	24.2%	36,806

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.760	2.737	2.645
R3	2.712	2.689	2.632
R2	2.664	2.664	2.628
R1	2.641	2.641	2.623	2.629
PP	2.616	2.616	2.616	2.609
S1	2.593	2.593	2.615	2.581
S2	2.568	2.568	2.610
S3	2.520	2.545	2.606
S4	2.472	2.497	2.593

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	2.733	2.590	0.143	5.5%	0.061	2.3%	20%	False	True	8,657
10	2.785	2.590	0.195	7.4%	0.065	2.5%	15%	False	True	8,781
20	2.868	2.579	0.289	11.0%	0.070	2.7%	14%	False	False	10,929
40	3.143	2.579	0.564	21.5%	0.092	3.5%	7%	False	False	11,300
60	3.401	2.579	0.822	31.4%	0.106	4.1%	5%	False	False	10,156

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.842
2.618	2.764
1.618	2.716
1.000	2.686
0.618	2.668
HIGH	2.638
0.618	2.620
0.500	2.614
0.382	2.608
LOW	2.590
0.618	2.560
1.000	2.542
1.618	2.512
2.618	2.464
4.250	2.386

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	2.617	2.652
PP	2.616	2.641
S1	2.614	2.630

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

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