NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	2.480	2.492	0.012	0.5%	2.688
High	2.514	2.552	0.038	1.5%	2.713
Low	2.455	2.466	0.011	0.4%	2.455
Close	2.492	2.544	0.052	2.1%	2.492
Range	0.059	0.086	0.027	45.8%	0.258
ATR	0.086	0.086	0.000	0.0%	0.000
Volume	18,052	16,860	-1,192	-6.6%	58,706

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.779	2.747	2.591
R3	2.693	2.661	2.568
R2	2.607	2.607	2.560
R1	2.575	2.575	2.552	2.591
PP	2.521	2.521	2.521	2.529
S1	2.489	2.489	2.536	2.505
S2	2.435	2.435	2.528
S3	2.349	2.403	2.520
S4	2.263	2.317	2.497

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.327	3.168	2.634
R3	3.069	2.910	2.563
R2	2.811	2.811	2.539
R1	2.652	2.652	2.516	2.603
PP	2.553	2.553	2.553	2.529
S1	2.394	2.394	2.468	2.345
S2	2.295	2.295	2.445
S3	2.037	2.136	2.421
S4	1.779	1.878	2.350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.644	2.455	0.189	7.4%	0.074	2.9%	47%	False	False	14,039
10	2.761	2.455	0.306	12.0%	0.070	2.8%	29%	False	False	10,611
20	2.785	2.455	0.330	13.0%	0.074	2.9%	27%	False	False	11,895
40	3.143	2.455	0.688	27.0%	0.089	3.5%	13%	False	False	11,565
60	3.356	2.455	0.901	35.4%	0.105	4.1%	10%	False	False	10,804

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.918
2.618	2.777
1.618	2.691
1.000	2.638
0.618	2.605
HIGH	2.552
0.618	2.519
0.500	2.509
0.382	2.499
LOW	2.466
0.618	2.413
1.000	2.380
1.618	2.327
2.618	2.241
4.250	2.101

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	2.532	2.539
PP	2.521	2.534
S1	2.509	2.529

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

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