NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	3.264	3.328	0.064	2.0%	3.367
High	3.343	3.374	0.031	0.9%	3.388
Low	3.264	3.297	0.033	1.0%	3.210
Close	3.335	3.364	0.029	0.9%	3.364
Range	0.079	0.077	-0.002	-2.5%	0.178
ATR	0.086	0.085	-0.001	-0.7%	0.000
Volume	6,998	5,615	-1,383	-19.8%	31,813

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.547	3.406
R3	3.499	3.470	3.385
R2	3.422	3.422	3.378
R1	3.393	3.393	3.371	3.408
PP	3.345	3.345	3.345	3.352
S1	3.316	3.316	3.357	3.331
S2	3.268	3.268	3.350
S3	3.191	3.239	3.343
S4	3.114	3.162	3.322

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.855	3.787	3.462
R3	3.677	3.609	3.413
R2	3.499	3.499	3.397
R1	3.431	3.431	3.380	3.376
PP	3.321	3.321	3.321	3.293
S1	3.253	3.253	3.348	3.198
S2	3.143	3.143	3.331
S3	2.965	3.075	3.315
S4	2.787	2.897	3.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.388	3.210	0.178	5.3%	0.080	2.4%	87%	False	False	6,362
10	3.459	3.210	0.249	7.4%	0.085	2.5%	62%	False	False	6,395
20	3.658	3.210	0.448	13.3%	0.078	2.3%	34%	False	False	7,441
40	3.722	3.210	0.512	15.2%	0.083	2.5%	30%	False	False	6,885

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.701
2.618	3.576
1.618	3.499
1.000	3.451
0.618	3.422
HIGH	3.374
0.618	3.345
0.500	3.336
0.382	3.326
LOW	3.297
0.618	3.249
1.000	3.220
1.618	3.172
2.618	3.095
4.250	2.970

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	3.355	3.340
PP	3.345	3.316
S1	3.336	3.292

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

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