NYMEX Natural Gas Future October 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	3.852	3.975	0.123	3.2%	3.824
High	3.969	4.035	0.066	1.7%	4.035
Low	3.852	3.967	0.115	3.0%	3.786
Close	3.957	4.013	0.056	1.4%	4.013
Range	0.117	0.068	-0.049	-41.9%	0.249
ATR	0.083	0.083	0.000	-0.4%	0.000
Volume	28,566	85,434	56,868	199.1%	210,172

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.209	4.179	4.050
R3	4.141	4.111	4.032
R2	4.073	4.073	4.025
R1	4.043	4.043	4.019	4.058
PP	4.005	4.005	4.005	4.013
S1	3.975	3.975	4.007	3.990
S2	3.937	3.937	4.001
S3	3.869	3.907	3.994
S4	3.801	3.839	3.976

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.692	4.601	4.150
R3	4.443	4.352	4.081
R2	4.194	4.194	4.059
R1	4.103	4.103	4.036	4.149
PP	3.945	3.945	3.945	3.967
S1	3.854	3.854	3.990	3.900
S2	3.696	3.696	3.967
S3	3.447	3.605	3.945
S4	3.198	3.356	3.876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.035	3.786	0.249	6.2%	0.069	1.7%	91%	True	False	42,034
10	4.035	3.647	0.388	9.7%	0.078	2.0%	94%	True	False	36,078
20	4.035	3.440	0.595	14.8%	0.079	2.0%	96%	True	False	29,523
40	4.035	3.440	0.595	14.8%	0.083	2.1%	96%	True	False	25,906

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.324
2.618	4.213
1.618	4.145
1.000	4.103
0.618	4.077
HIGH	4.035
0.618	4.009
0.500	4.001
0.382	3.993
LOW	3.967
0.618	3.925
1.000	3.899
1.618	3.857
2.618	3.789
4.250	3.678

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	4.009	3.983
PP	4.005	3.953
S1	4.001	3.923

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

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