NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	2.492	2.534	0.042	1.7%	2.688
High	2.552	2.582	0.030	1.2%	2.713
Low	2.466	2.514	0.048	1.9%	2.455
Close	2.544	2.568	0.024	0.9%	2.492
Range	0.086	0.068	-0.018	-20.9%	0.258
ATR	0.086	0.085	-0.001	-1.5%	0.000
Volume	16,860	14,948	-1,912	-11.3%	58,706

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.759	2.731	2.605
R3	2.691	2.663	2.587
R2	2.623	2.623	2.580
R1	2.595	2.595	2.574	2.609
PP	2.555	2.555	2.555	2.562
S1	2.527	2.527	2.562	2.541
S2	2.487	2.487	2.556
S3	2.419	2.459	2.549
S4	2.351	2.391	2.531

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	2.638	2.455	0.183	7.1%	0.079	3.1%	62%	False	False	15,193
10	2.736	2.455	0.281	10.9%	0.072	2.8%	40%	False	False	11,372
20	2.785	2.455	0.330	12.9%	0.075	2.9%	34%	False	False	12,077
40	3.143	2.455	0.688	26.8%	0.087	3.4%	16%	False	False	11,529
60	3.335	2.455	0.880	34.3%	0.105	4.1%	13%	False	False	10,973

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.871
2.618	2.760
1.618	2.692
1.000	2.650
0.618	2.624
HIGH	2.582
0.618	2.556
0.500	2.548
0.382	2.540
LOW	2.514
0.618	2.472
1.000	2.446
1.618	2.404
2.618	2.336
4.250	2.225

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	2.561	2.552
PP	2.555	2.535
S1	2.548	2.519

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

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