NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	3.405	3.418	0.013	0.4%	3.413
High	3.459	3.453	-0.006	-0.2%	3.479
Low	3.340	3.397	0.057	1.7%	3.353
Close	3.394	3.434	0.040	1.2%	3.374
Range	0.119	0.056	-0.063	-52.9%	0.126
ATR	0.089	0.087	-0.002	-2.4%	0.000
Volume	3,761	7,607	3,846	102.3%	43,484

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.596	3.571	3.465
R3	3.540	3.515	3.449
R2	3.484	3.484	3.444
R1	3.459	3.459	3.439	3.472
PP	3.428	3.428	3.428	3.434
S1	3.403	3.403	3.429	3.416
S2	3.372	3.372	3.424
S3	3.316	3.347	3.419
S4	3.260	3.291	3.403

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	3.459	3.336	0.123	3.6%	0.077	2.2%	80%	False	False	6,632
10	3.658	3.336	0.322	9.4%	0.074	2.2%	30%	False	False	8,627
20	3.722	3.336	0.386	11.2%	0.082	2.4%	25%	False	False	7,425
40	3.722	3.336	0.386	11.2%	0.087	2.5%	25%	False	False	6,667

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

Fibonacci Retracements and Extensions
4.250	3.691
2.618	3.600
1.618	3.544
1.000	3.509
0.618	3.488
HIGH	3.453
0.618	3.432
0.500	3.425
0.382	3.418
LOW	3.397
0.618	3.362
1.000	3.341
1.618	3.306
2.618	3.250
4.250	3.159

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	3.431	3.422
PP	3.428	3.410
S1	3.425	3.398

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

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