NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	3.387	3.456	0.069	2.0%	3.413
High	3.472	3.479	0.007	0.2%	3.427
Low	3.387	3.456	0.069	2.0%	3.275
Close	3.464	3.474	0.010	0.3%	3.388
Range	0.085	0.023	-0.062	-72.9%	0.152
ATR	0.081	0.077	-0.004	-5.1%	0.000
Volume	502	478	-24	-4.8%	2,606

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.539	3.529	3.487
R3	3.516	3.506	3.480
R2	3.493	3.493	3.478
R1	3.483	3.483	3.476	3.488
PP	3.470	3.470	3.470	3.472
S1	3.460	3.460	3.472	3.465
S2	3.447	3.447	3.470
S3	3.424	3.437	3.468
S4	3.401	3.414	3.461

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	3.479	3.301	0.178	5.1%	0.068	2.0%	97%	True	False	405
10	3.494	3.275	0.219	6.3%	0.055	1.6%	91%	False	False	467
20	3.750	3.275	0.475	13.7%	0.060	1.7%	42%	False	False	725
40	3.750	3.267	0.483	13.9%	0.071	2.1%	43%	False	False	760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	3.577
2.618	3.539
1.618	3.516
1.000	3.502
0.618	3.493
HIGH	3.479
0.618	3.470
0.500	3.468
0.382	3.465
LOW	3.456
0.618	3.442
1.000	3.433
1.618	3.419
2.618	3.396
4.250	3.358

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	3.472	3.446
PP	3.470	3.418
S1	3.468	3.390

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

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