NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	3.343	3.359	0.016	0.5%	3.413
High	3.357	3.425	0.068	2.0%	3.427
Low	3.315	3.301	-0.014	-0.4%	3.275
Close	3.357	3.407	0.050	1.5%	3.388
Range	0.042	0.124	0.082	195.2%	0.152
ATR	0.078	0.081	0.003	4.3%	0.000
Volume	229	395	166	72.5%	2,606

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.750	3.702	3.475
R3	3.626	3.578	3.441
R2	3.502	3.502	3.430
R1	3.454	3.454	3.418	3.478
PP	3.378	3.378	3.378	3.390
S1	3.330	3.330	3.396	3.354
S2	3.254	3.254	3.384
S3	3.130	3.206	3.373
S4	3.006	3.082	3.339

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.819	3.756	3.472
R3	3.667	3.604	3.430
R2	3.515	3.515	3.416
R1	3.452	3.452	3.402	3.408
PP	3.363	3.363	3.363	3.341
S1	3.300	3.300	3.374	3.256
S2	3.211	3.211	3.360
S3	3.059	3.148	3.346
S4	2.907	2.996	3.304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.425	3.275	0.150	4.4%	0.066	1.9%	88%	True	False	452
10	3.539	3.275	0.264	7.7%	0.057	1.7%	50%	False	False	425
20	3.750	3.275	0.475	13.9%	0.058	1.7%	28%	False	False	709
40	3.750	3.267	0.483	14.2%	0.072	2.1%	29%	False	False	755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3.952
2.618	3.750
1.618	3.626
1.000	3.549
0.618	3.502
HIGH	3.425
0.618	3.378
0.500	3.363
0.382	3.348
LOW	3.301
0.618	3.224
1.000	3.177
1.618	3.100
2.618	2.976
4.250	2.774

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	3.392	3.392
PP	3.378	3.378
S1	3.363	3.363

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

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