NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	2.620	2.603	-0.017	-0.6%	2.726
High	2.638	2.603	-0.035	-1.3%	2.785
Low	2.590	2.471	-0.119	-4.6%	2.657
Close	2.619	2.486	-0.133	-5.1%	2.670
Range	0.048	0.132	0.084	175.0%	0.128
ATR	0.083	0.088	0.005	5.5%	0.000
Volume	11,399	14,709	3,310	29.0%	36,806

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.916	2.833	2.559
R3	2.784	2.701	2.522
R2	2.652	2.652	2.510
R1	2.569	2.569	2.498	2.545
PP	2.520	2.520	2.520	2.508
S1	2.437	2.437	2.474	2.413
S2	2.388	2.388	2.462
S3	2.256	2.305	2.450
S4	2.124	2.173	2.413

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	2.713	2.471	0.242	9.7%	0.072	2.9%	6%	False	True	10,357
10	2.785	2.471	0.314	12.6%	0.071	2.8%	5%	False	True	8,998
20	2.829	2.471	0.358	14.4%	0.072	2.9%	4%	False	True	11,075
40	3.143	2.471	0.672	27.0%	0.093	3.8%	2%	False	True	11,432
60	3.401	2.471	0.930	37.4%	0.107	4.3%	2%	False	True	10,341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	3.164
2.618	2.949
1.618	2.817
1.000	2.735
0.618	2.685
HIGH	2.603
0.618	2.553
0.500	2.537
0.382	2.521
LOW	2.471
0.618	2.389
1.000	2.339
1.618	2.257
2.618	2.125
4.250	1.910

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	2.537	2.558
PP	2.520	2.534
S1	2.503	2.510

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

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