NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	3.798	3.800	0.002	0.1%	3.638
High	3.808	3.827	0.019	0.5%	3.793
Low	3.756	3.782	0.026	0.7%	3.608
Close	3.808	3.800	-0.008	-0.2%	3.791
Range	0.052	0.045	-0.007	-13.5%	0.185
ATR	0.085	0.082	-0.003	-3.3%	0.000
Volume	11,013	10,033	-980	-8.9%	57,755

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.938	3.914	3.825
R3	3.893	3.869	3.812
R2	3.848	3.848	3.808
R1	3.824	3.824	3.804	3.823
PP	3.803	3.803	3.803	3.802
S1	3.779	3.779	3.796	3.778
S2	3.758	3.758	3.792
S3	3.713	3.734	3.788
S4	3.668	3.689	3.775

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.286	4.223	3.893
R3	4.101	4.038	3.842
R2	3.916	3.916	3.825
R1	3.853	3.853	3.808	3.885
PP	3.731	3.731	3.731	3.746
S1	3.668	3.668	3.774	3.700
S2	3.546	3.546	3.757
S3	3.361	3.483	3.740
S4	3.176	3.298	3.689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.827	3.646	0.181	4.8%	0.071	1.9%	85%	True	False	11,313
10	3.827	3.581	0.246	6.5%	0.082	2.2%	89%	True	False	10,949
20	3.827	3.404	0.423	11.1%	0.079	2.1%	94%	True	False	8,462
40	3.829	3.404	0.425	11.2%	0.082	2.1%	93%	False	False	6,926
60	3.829	3.365	0.464	12.2%	0.079	2.1%	94%	False	False	5,484
80	4.094	3.365	0.729	19.2%	0.077	2.0%	60%	False	False	4,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.018
2.618	3.945
1.618	3.900
1.000	3.872
0.618	3.855
HIGH	3.827
0.618	3.810
0.500	3.805
0.382	3.799
LOW	3.782
0.618	3.754
1.000	3.737
1.618	3.709
2.618	3.664
4.250	3.591

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	3.805	3.793
PP	3.803	3.785
S1	3.802	3.778

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

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