NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 28-Mar-2012

Day Change Summary
	Previous	Current
	27-Mar-2012	28-Mar-2012	Change	Change %	Previous Week
Open	3.392	3.418	0.026	0.8%	3.462
High	3.428	3.418	-0.010	-0.3%	3.526
Low	3.392	3.394	0.002	0.1%	3.418
Close	3.423	3.415	-0.008	-0.2%	3.440
Range	0.036	0.024	-0.012	-33.3%	0.108
ATR	0.062	0.059	-0.002	-3.8%	0.000
Volume	332	417	85	25.6%	1,701

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.481	3.472	3.428
R3	3.457	3.448	3.422
R2	3.433	3.433	3.419
R1	3.424	3.424	3.417	3.417
PP	3.409	3.409	3.409	3.405
S1	3.400	3.400	3.413	3.393
S2	3.385	3.385	3.411
S3	3.361	3.376	3.408
S4	3.337	3.352	3.402

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	3.466	3.392	0.074	2.2%	0.030	0.9%	31%	False	False	299
10	3.526	3.392	0.134	3.9%	0.035	1.0%	17%	False	False	342
20	3.526	3.275	0.251	7.3%	0.046	1.4%	56%	False	False	388
40	3.750	3.275	0.475	13.9%	0.057	1.7%	29%	False	False	539

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.520
2.618	3.481
1.618	3.457
1.000	3.442
0.618	3.433
HIGH	3.418
0.618	3.409
0.500	3.406
0.382	3.403
LOW	3.394
0.618	3.379
1.000	3.370
1.618	3.355
2.618	3.331
4.250	3.292

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	3.412	3.415
PP	3.409	3.415
S1	3.406	3.415

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

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