NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	3.434	3.437	0.003	0.1%	3.339
High	3.444	3.437	-0.007	-0.2%	3.459
Low	3.348	3.352	0.004	0.1%	3.336
Close	3.426	3.355	-0.071	-2.1%	3.355
Range	0.096	0.085	-0.011	-11.5%	0.123
ATR	0.088	0.088	0.000	-0.2%	0.000
Volume	4,262	9,949	5,687	133.4%	32,139

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.636	3.581	3.402
R3	3.551	3.496	3.378
R2	3.466	3.466	3.371
R1	3.411	3.411	3.363	3.396
PP	3.381	3.381	3.381	3.374
S1	3.326	3.326	3.347	3.311
S2	3.296	3.296	3.339
S3	3.211	3.241	3.332
S4	3.126	3.156	3.308

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.752	3.677	3.423
R3	3.629	3.554	3.389
R2	3.506	3.506	3.378
R1	3.431	3.431	3.366	3.469
PP	3.383	3.383	3.383	3.402
S1	3.308	3.308	3.344	3.346
S2	3.260	3.260	3.332
S3	3.137	3.185	3.321
S4	3.014	3.062	3.287

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	3.7%	0.090	2.7%	15%	False	False	6,427
10	3.479	3.336	0.143	4.3%	0.073	2.2%	13%	False	False	7,562
20	3.722	3.336	0.386	11.5%	0.084	2.5%	5%	False	False	7,606
40	3.722	3.336	0.386	11.5%	0.085	2.5%	5%	False	False	6,716

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.798
2.618	3.660
1.618	3.575
1.000	3.522
0.618	3.490
HIGH	3.437
0.618	3.405
0.500	3.395
0.382	3.384
LOW	3.352
0.618	3.299
1.000	3.267
1.618	3.214
2.618	3.129
4.250	2.991

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	3.395	3.401
PP	3.381	3.385
S1	3.368	3.370

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

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