NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	4.083	4.055	-0.028	-0.7%	3.798
High	4.083	4.131	0.048	1.2%	4.040
Low	4.009	4.010	0.001	0.0%	3.756
Close	4.071	4.053	-0.018	-0.4%	4.008
Range	0.074	0.121	0.047	63.5%	0.284
ATR	0.085	0.088	0.003	3.0%	0.000
Volume	11,264	9,210	-2,054	-18.2%	71,373

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.428	4.361	4.120
R3	4.307	4.240	4.086
R2	4.186	4.186	4.075
R1	4.119	4.119	4.064	4.092
PP	4.065	4.065	4.065	4.051
S1	3.998	3.998	4.042	3.971
S2	3.944	3.944	4.031
S3	3.823	3.877	4.020
S4	3.702	3.756	3.986

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.787	4.681	4.164
R3	4.503	4.397	4.086
R2	4.219	4.219	4.060
R1	4.113	4.113	4.034	4.166
PP	3.935	3.935	3.935	3.961
S1	3.829	3.829	3.982	3.882
S2	3.651	3.651	3.956
S3	3.367	3.545	3.930
S4	3.083	3.261	3.852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.131	3.964	0.167	4.1%	0.092	2.3%	53%	True	False	16,459
10	4.131	3.729	0.402	9.9%	0.080	2.0%	81%	True	False	14,839
20	4.131	3.484	0.647	16.0%	0.082	2.0%	88%	True	False	11,910
40	4.131	3.404	0.727	17.9%	0.083	2.1%	89%	True	False	8,723
60	4.131	3.365	0.766	18.9%	0.081	2.0%	90%	True	False	7,054
80	4.131	3.365	0.766	18.9%	0.079	1.9%	90%	True	False	5,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.645
2.618	4.448
1.618	4.327
1.000	4.252
0.618	4.206
HIGH	4.131
0.618	4.085
0.500	4.071
0.382	4.056
LOW	4.010
0.618	3.935
1.000	3.889
1.618	3.814
2.618	3.693
4.250	3.496

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	4.071	4.067
PP	4.065	4.062
S1	4.059	4.058

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

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