NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	3.550	3.495	-0.055	-1.5%	3.375
High	3.658	3.495	-0.163	-4.5%	3.658
Low	3.518	3.444	-0.074	-2.1%	3.369
Close	3.553	3.456	-0.097	-2.7%	3.456
Range	0.140	0.051	-0.089	-63.6%	0.289
ATR	0.097	0.098	0.001	0.9%	0.000
Volume	11,113	13,750	2,637	23.7%	41,397

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.618	3.588	3.484
R3	3.567	3.537	3.470
R2	3.516	3.516	3.465
R1	3.486	3.486	3.461	3.476
PP	3.465	3.465	3.465	3.460
S1	3.435	3.435	3.451	3.425
S2	3.414	3.414	3.447
S3	3.363	3.384	3.442
S4	3.312	3.333	3.428

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.361	4.198	3.615
R3	4.072	3.909	3.535
R2	3.783	3.783	3.509
R1	3.620	3.620	3.482	3.702
PP	3.494	3.494	3.494	3.535
S1	3.331	3.331	3.430	3.413
S2	3.205	3.205	3.403
S3	2.916	3.042	3.377
S4	2.627	2.753	3.297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.658	3.369	0.289	8.4%	0.085	2.5%	30%	False	False	8,279
10	3.722	3.369	0.353	10.2%	0.095	2.7%	25%	False	False	7,650
20	3.722	3.369	0.353	10.2%	0.087	2.5%	25%	False	False	6,746
40	3.722	3.295	0.427	12.4%	0.090	2.6%	38%	False	False	6,144

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	0.015
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	3.712
2.618	3.629
1.618	3.578
1.000	3.546
0.618	3.527
HIGH	3.495
0.618	3.476
0.500	3.470
0.382	3.463
LOW	3.444
0.618	3.412
1.000	3.393
1.618	3.361
2.618	3.310
4.250	3.227

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	3.470	3.551
PP	3.465	3.519
S1	3.461	3.488

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

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