NYMEX Natural Gas Future October 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	3.781	3.824	0.043	1.1%	3.681
High	3.825	3.838	0.013	0.3%	3.825
Low	3.758	3.786	0.028	0.7%	3.647
Close	3.821	3.837	0.016	0.4%	3.821
Range	0.067	0.052	-0.015	-22.4%	0.178
ATR	0.087	0.085	-0.003	-2.9%	0.000
Volume	47,955	35,867	-12,088	-25.2%	150,611

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.976	3.959	3.866
R3	3.924	3.907	3.851
R2	3.872	3.872	3.847
R1	3.855	3.855	3.842	3.864
PP	3.820	3.820	3.820	3.825
S1	3.803	3.803	3.832	3.812
S2	3.768	3.768	3.827
S3	3.716	3.751	3.823
S4	3.664	3.699	3.808

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.298	4.238	3.919
R3	4.120	4.060	3.870
R2	3.942	3.942	3.854
R1	3.882	3.882	3.837	3.912
PP	3.764	3.764	3.764	3.780
S1	3.704	3.704	3.805	3.734
S2	3.586	3.586	3.788
S3	3.408	3.526	3.772
S4	3.230	3.348	3.723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.838	3.680	0.158	4.1%	0.079	2.1%	99%	True	False	33,225
10	3.838	3.625	0.213	5.6%	0.086	2.2%	100%	True	False	30,032
20	3.838	3.440	0.398	10.4%	0.082	2.1%	100%	True	False	24,773
40	3.867	3.440	0.427	11.1%	0.084	2.2%	93%	False	False	23,650

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.059
2.618	3.974
1.618	3.922
1.000	3.890
0.618	3.870
HIGH	3.838
0.618	3.818
0.500	3.812
0.382	3.806
LOW	3.786
0.618	3.754
1.000	3.734
1.618	3.702
2.618	3.650
4.250	3.565

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	3.829	3.811
PP	3.820	3.786
S1	3.812	3.760

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

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