NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	3.470	3.462	-0.008	-0.2%	3.343
High	3.492	3.526	0.034	1.0%	3.492
Low	3.466	3.462	-0.004	-0.1%	3.301
Close	3.484	3.516	0.032	0.9%	3.484
Range	0.026	0.064	0.038	146.2%	0.191
ATR	0.073	0.073	-0.001	-0.9%	0.000
Volume	430	307	-123	-28.6%	2,034

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.693	3.669	3.551
R3	3.629	3.605	3.534
R2	3.565	3.565	3.528
R1	3.541	3.541	3.522	3.553
PP	3.501	3.501	3.501	3.508
S1	3.477	3.477	3.510	3.489
S2	3.437	3.437	3.504
S3	3.373	3.413	3.498
S4	3.309	3.349	3.481

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.999	3.932	3.589
R3	3.808	3.741	3.537
R2	3.617	3.617	3.519
R1	3.550	3.550	3.502	3.584
PP	3.426	3.426	3.426	3.442
S1	3.359	3.359	3.466	3.393
S2	3.235	3.235	3.449
S3	3.044	3.168	3.431
S4	2.853	2.977	3.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.526	3.301	0.225	6.4%	0.064	1.8%	96%	True	False	422
10	3.526	3.275	0.251	7.1%	0.058	1.7%	96%	True	False	472
20	3.750	3.275	0.475	13.5%	0.060	1.7%	51%	False	False	706
40	3.750	3.275	0.475	13.5%	0.069	2.0%	51%	False	False	754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.798
2.618	3.694
1.618	3.630
1.000	3.590
0.618	3.566
HIGH	3.526
0.618	3.502
0.500	3.494
0.382	3.486
LOW	3.462
0.618	3.422
1.000	3.398
1.618	3.358
2.618	3.294
4.250	3.190

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	3.509	3.508
PP	3.501	3.499
S1	3.494	3.491

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

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