NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	2.774	2.727	-0.047	-1.7%	2.798
High	2.813	2.779	-0.034	-1.2%	2.852
Low	2.692	2.727	0.035	1.3%	2.692
Close	2.736	2.738	0.002	0.1%	2.738
Range	0.121	0.052	-0.069	-57.0%	0.160
ATR	0.099	0.095	-0.003	-3.4%	0.000
Volume	14,290	19,404	5,114	35.8%	80,690

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.904	2.873	2.767
R3	2.852	2.821	2.752
R2	2.800	2.800	2.748
R1	2.769	2.769	2.743	2.785
PP	2.748	2.748	2.748	2.756
S1	2.717	2.717	2.733	2.733
S2	2.696	2.696	2.728
S3	2.644	2.665	2.724
S4	2.592	2.613	2.709

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.149	2.826
R3	3.081	2.989	2.782
R2	2.921	2.921	2.767
R1	2.829	2.829	2.753	2.795
PP	2.761	2.761	2.761	2.744
S1	2.669	2.669	2.723	2.635
S2	2.601	2.601	2.709
S3	2.441	2.509	2.694
S4	2.281	2.349	2.650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.852	2.692	0.160	5.8%	0.078	2.8%	29%	False	False	16,138
10	2.852	2.641	0.211	7.7%	0.082	3.0%	46%	False	False	19,207
20	3.104	2.635	0.469	17.1%	0.084	3.1%	22%	False	False	20,263
40	3.210	2.635	0.575	21.0%	0.105	3.8%	18%	False	False	23,132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.000
2.618	2.915
1.618	2.863
1.000	2.831
0.618	2.811
HIGH	2.779
0.618	2.759
0.500	2.753
0.382	2.747
LOW	2.727
0.618	2.695
1.000	2.675
1.618	2.643
2.618	2.591
4.250	2.506

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	2.753	2.753
PP	2.748	2.748
S1	2.743	2.743

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

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