NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	3.413	3.416	0.003	0.1%	3.375
High	3.460	3.479	0.019	0.5%	3.658
Low	3.412	3.405	-0.007	-0.2%	3.369
Close	3.414	3.469	0.055	1.6%	3.456
Range	0.048	0.074	0.026	54.2%	0.289
ATR	0.094	0.093	-0.001	-1.5%	0.000
Volume	12,000	8,188	-3,812	-31.8%	41,397

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.673	3.645	3.510
R3	3.599	3.571	3.489
R2	3.525	3.525	3.483
R1	3.497	3.497	3.476	3.511
PP	3.451	3.451	3.451	3.458
S1	3.423	3.423	3.462	3.437
S2	3.377	3.377	3.455
S3	3.303	3.349	3.449
S4	3.229	3.275	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	3.405	0.253	7.3%	0.075	2.2%	25%	False	True	10,421
10	3.687	3.369	0.318	9.2%	0.091	2.6%	31%	False	False	8,382
20	3.722	3.369	0.353	10.2%	0.084	2.4%	28%	False	False	7,265
40	3.722	3.330	0.392	11.3%	0.089	2.6%	35%	False	False	6,276

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.794
2.618	3.673
1.618	3.599
1.000	3.553
0.618	3.525
HIGH	3.479
0.618	3.451
0.500	3.442
0.382	3.433
LOW	3.405
0.618	3.359
1.000	3.331
1.618	3.285
2.618	3.211
4.250	3.091

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	3.460	3.463
PP	3.451	3.456
S1	3.442	3.450

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

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