NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	3.359	3.387	0.028	0.8%	3.413
High	3.425	3.472	0.047	1.4%	3.427
Low	3.301	3.387	0.086	2.6%	3.275
Close	3.407	3.464	0.057	1.7%	3.388
Range	0.124	0.085	-0.039	-31.5%	0.152
ATR	0.081	0.081	0.000	0.4%	0.000
Volume	395	502	107	27.1%	2,606

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.696	3.665	3.511
R3	3.611	3.580	3.487
R2	3.526	3.526	3.480
R1	3.495	3.495	3.472	3.511
PP	3.441	3.441	3.441	3.449
S1	3.410	3.410	3.456	3.426
S2	3.356	3.356	3.448
S3	3.271	3.325	3.441
S4	3.186	3.240	3.417

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	3.472	3.275	0.197	5.7%	0.076	2.2%	96%	True	False	410
10	3.495	3.275	0.220	6.4%	0.058	1.7%	86%	False	False	434
20	3.750	3.275	0.475	13.7%	0.061	1.8%	40%	False	False	714
40	3.750	3.267	0.483	13.9%	0.072	2.1%	41%	False	False	754

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	3.833
2.618	3.695
1.618	3.610
1.000	3.557
0.618	3.525
HIGH	3.472
0.618	3.440
0.500	3.430
0.382	3.419
LOW	3.387
0.618	3.334
1.000	3.302
1.618	3.249
2.618	3.164
4.250	3.026

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	3.453	3.438
PP	3.441	3.412
S1	3.430	3.387

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

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