NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	3.278	3.223	-0.055	-1.7%	3.339
High	3.289	3.294	0.005	0.2%	3.459
Low	3.227	3.210	-0.017	-0.5%	3.336
Close	3.231	3.286	0.055	1.7%	3.355
Range	0.062	0.084	0.022	35.5%	0.123
ATR	0.087	0.086	0.000	-0.2%	0.000
Volume	6,099	7,221	1,122	18.4%	32,139

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.515	3.485	3.332
R3	3.431	3.401	3.309
R2	3.347	3.347	3.301
R1	3.317	3.317	3.294	3.332
PP	3.263	3.263	3.263	3.271
S1	3.233	3.233	3.278	3.248
S2	3.179	3.179	3.271
S3	3.095	3.149	3.263
S4	3.011	3.065	3.240

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	3.444	3.210	0.234	7.1%	0.085	2.6%	32%	False	True	6,682
10	3.459	3.210	0.249	7.6%	0.081	2.5%	31%	False	True	6,657
20	3.658	3.210	0.448	13.6%	0.083	2.5%	17%	False	True	7,497
40	3.722	3.210	0.512	15.6%	0.086	2.6%	15%	False	True	6,795

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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.651
2.618	3.514
1.618	3.430
1.000	3.378
0.618	3.346
HIGH	3.294
0.618	3.262
0.500	3.252
0.382	3.242
LOW	3.210
0.618	3.158
1.000	3.126
1.618	3.074
2.618	2.990
4.250	2.853

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	3.275	3.299
PP	3.263	3.295
S1	3.252	3.290

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

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