NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	3.466	3.414	-0.052	-1.5%	3.462
High	3.466	3.438	-0.028	-0.8%	3.526
Low	3.437	3.414	-0.023	-0.7%	3.418
Close	3.440	3.426	-0.014	-0.4%	3.440
Range	0.029	0.024	-0.005	-17.2%	0.108
ATR	0.067	0.064	-0.003	-4.4%	0.000
Volume	389	64	-325	-83.5%	1,701

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.498	3.486	3.439
R3	3.474	3.462	3.433
R2	3.450	3.450	3.430
R1	3.438	3.438	3.428	3.444
PP	3.426	3.426	3.426	3.429
S1	3.414	3.414	3.424	3.420
S2	3.402	3.402	3.422
S3	3.378	3.390	3.419
S4	3.354	3.366	3.413

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.785	3.721	3.499
R3	3.677	3.613	3.470
R2	3.569	3.569	3.460
R1	3.505	3.505	3.450	3.483
PP	3.461	3.461	3.461	3.451
S1	3.397	3.397	3.430	3.375
S2	3.353	3.353	3.420
S3	3.245	3.289	3.410
S4	3.137	3.181	3.381

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.490	3.414	0.076	2.2%	0.035	1.0%	16%	False	True	291
10	3.526	3.301	0.225	6.6%	0.050	1.5%	56%	False	False	357
20	3.581	3.275	0.306	8.9%	0.051	1.5%	49%	False	False	456
40	3.750	3.275	0.475	13.9%	0.059	1.7%	32%	False	False	534

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.540
2.618	3.501
1.618	3.477
1.000	3.462
0.618	3.453
HIGH	3.438
0.618	3.429
0.500	3.426
0.382	3.423
LOW	3.414
0.618	3.399
1.000	3.390
1.618	3.375
2.618	3.351
4.250	3.312

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	3.426	3.440
PP	3.426	3.435
S1	3.426	3.431

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

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