NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	3.361	3.339	-0.022	-0.7%	3.413
High	3.400	3.428	0.028	0.8%	3.479
Low	3.353	3.336	-0.017	-0.5%	3.353
Close	3.374	3.425	0.051	1.5%	3.374
Range	0.047	0.092	0.045	95.7%	0.126
ATR	0.087	0.087	0.000	0.4%	0.000
Volume	8,513	6,560	-1,953	-22.9%	43,484

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.672	3.641	3.476
R3	3.580	3.549	3.450
R2	3.488	3.488	3.442
R1	3.457	3.457	3.433	3.473
PP	3.396	3.396	3.396	3.404
S1	3.365	3.365	3.417	3.381
S2	3.304	3.304	3.408
S3	3.212	3.273	3.400
S4	3.120	3.181	3.374

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.780	3.703	3.443
R3	3.654	3.577	3.409
R2	3.528	3.528	3.397
R1	3.451	3.451	3.386	3.427
PP	3.402	3.402	3.402	3.390
S1	3.325	3.325	3.362	3.301
S2	3.276	3.276	3.351
S3	3.150	3.199	3.339
S4	3.024	3.073	3.305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.479	3.336	0.143	4.2%	0.066	1.9%	62%	False	True	7,608
10	3.658	3.336	0.322	9.4%	0.071	2.1%	28%	False	True	8,593
20	3.722	3.336	0.386	11.3%	0.081	2.4%	23%	False	True	7,549
40	3.722	3.336	0.386	11.3%	0.087	2.5%	23%	False	True	6,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.819
2.618	3.669
1.618	3.577
1.000	3.520
0.618	3.485
HIGH	3.428
0.618	3.393
0.500	3.382
0.382	3.371
LOW	3.336
0.618	3.279
1.000	3.244
1.618	3.187
2.618	3.095
4.250	2.945

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	3.411	3.412
PP	3.396	3.398
S1	3.382	3.385

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

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