NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	3.462	3.490	0.028	0.8%	3.343
High	3.526	3.490	-0.036	-1.0%	3.492
Low	3.462	3.455	-0.007	-0.2%	3.301
Close	3.516	3.467	-0.049	-1.4%	3.484
Range	0.064	0.035	-0.029	-45.3%	0.191
ATR	0.073	0.072	-0.001	-1.2%	0.000
Volume	307	344	37	12.1%	2,034

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.556	3.486
R3	3.541	3.521	3.477
R2	3.506	3.506	3.473
R1	3.486	3.486	3.470	3.479
PP	3.471	3.471	3.471	3.467
S1	3.451	3.451	3.464	3.444
S2	3.436	3.436	3.461
S3	3.401	3.416	3.457
S4	3.366	3.381	3.448

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	3.387	0.139	4.0%	0.047	1.3%	58%	False	False	412
10	3.526	3.275	0.251	7.2%	0.056	1.6%	76%	False	False	432
20	3.750	3.275	0.475	13.7%	0.059	1.7%	40%	False	False	698
40	3.750	3.275	0.475	13.7%	0.067	1.9%	40%	False	False	751

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.639
2.618	3.582
1.618	3.547
1.000	3.525
0.618	3.512
HIGH	3.490
0.618	3.477
0.500	3.473
0.382	3.468
LOW	3.455
0.618	3.433
1.000	3.420
1.618	3.398
2.618	3.363
4.250	3.306

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	3.473	3.491
PP	3.471	3.483
S1	3.469	3.475

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

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