NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	3.447	3.410	-0.037	-1.1%	3.375
High	3.447	3.433	-0.014	-0.4%	3.658
Low	3.402	3.362	-0.040	-1.2%	3.369
Close	3.408	3.371	-0.037	-1.1%	3.456
Range	0.045	0.071	0.026	57.8%	0.289
ATR	0.091	0.090	-0.001	-1.6%	0.000
Volume	8,064	6,719	-1,345	-16.7%	41,397

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.602	3.557	3.410
R3	3.531	3.486	3.391
R2	3.460	3.460	3.384
R1	3.415	3.415	3.378	3.402
PP	3.389	3.389	3.389	3.382
S1	3.344	3.344	3.364	3.331
S2	3.318	3.318	3.358
S3	3.247	3.273	3.351
S4	3.176	3.202	3.332

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	3.495	3.362	0.133	3.9%	0.058	1.7%	7%	False	True	9,744
10	3.658	3.362	0.296	8.8%	0.074	2.2%	3%	False	True	8,391
20	3.722	3.362	0.360	10.7%	0.082	2.4%	3%	False	True	7,567
40	3.722	3.337	0.385	11.4%	0.087	2.6%	9%	False	False	6,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.735
2.618	3.619
1.618	3.548
1.000	3.504
0.618	3.477
HIGH	3.433
0.618	3.406
0.500	3.398
0.382	3.389
LOW	3.362
0.618	3.318
1.000	3.291
1.618	3.247
2.618	3.176
4.250	3.060

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	3.398	3.421
PP	3.389	3.404
S1	3.380	3.388

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

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