NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	2.798	2.829	0.031	1.1%	2.695
High	2.852	2.829	-0.023	-0.8%	2.818
Low	2.758	2.772	0.014	0.5%	2.641
Close	2.823	2.779	-0.044	-1.6%	2.793
Range	0.094	0.057	-0.037	-39.4%	0.177
ATR	0.103	0.099	-0.003	-3.2%	0.000
Volume	14,427	14,196	-231	-1.6%	111,387

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.964	2.929	2.810
R3	2.907	2.872	2.795
R2	2.850	2.850	2.789
R1	2.815	2.815	2.784	2.804
PP	2.793	2.793	2.793	2.788
S1	2.758	2.758	2.774	2.747
S2	2.736	2.736	2.769
S3	2.679	2.701	2.763
S4	2.622	2.644	2.748

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.282	3.214	2.890
R3	3.105	3.037	2.842
R2	2.928	2.928	2.825
R1	2.860	2.860	2.809	2.894
PP	2.751	2.751	2.751	2.768
S1	2.683	2.683	2.777	2.717
S2	2.574	2.574	2.761
S3	2.397	2.506	2.744
S4	2.220	2.329	2.696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.852	2.703	0.149	5.4%	0.080	2.9%	51%	False	False	21,030
10	2.852	2.635	0.217	7.8%	0.079	2.8%	66%	False	False	21,874
20	3.198	2.635	0.563	20.3%	0.090	3.2%	26%	False	False	20,581
40	3.210	2.635	0.575	20.7%	0.111	4.0%	25%	False	False	24,677

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.071
2.618	2.978
1.618	2.921
1.000	2.886
0.618	2.864
HIGH	2.829
0.618	2.807
0.500	2.801
0.382	2.794
LOW	2.772
0.618	2.737
1.000	2.715
1.618	2.680
2.618	2.623
4.250	2.530

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	2.801	2.803
PP	2.793	2.795
S1	2.786	2.787

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

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