NYMEX Natural Gas Future October 2013

Trading Metrics calculated at close of trading on 26-Mar-2013

Day Change Summary
	Previous	Current
	25-Mar-2013	26-Mar-2013	Change	Change %	Previous Week
Open	4.076	4.003	-0.073	-1.8%	4.046
High	4.111	4.124	0.013	0.3%	4.129
Low	3.989	3.998	0.009	0.2%	3.988
Close	3.995	4.096	0.101	2.5%	4.057
Range	0.122	0.126	0.004	3.3%	0.141
ATR	0.089	0.092	0.003	3.2%	0.000
Volume	23,855	21,590	-2,265	-9.5%	222,160

Daily Pivots for day following 26-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.451	4.399	4.165
R3	4.325	4.273	4.131
R2	4.199	4.199	4.119
R1	4.147	4.147	4.108	4.173
PP	4.073	4.073	4.073	4.086
S1	4.021	4.021	4.084	4.047
S2	3.947	3.947	4.073
S3	3.821	3.895	4.061
S4	3.695	3.769	4.027

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.481	4.410	4.135
R3	4.340	4.269	4.096
R2	4.199	4.199	4.083
R1	4.128	4.128	4.070	4.164
PP	4.058	4.058	4.058	4.076
S1	3.987	3.987	4.044	4.023
S2	3.917	3.917	4.031
S3	3.776	3.846	4.018
S4	3.635	3.705	3.979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.129	3.989	0.140	3.4%	0.104	2.5%	76%	False	False	31,462
10	4.129	3.811	0.318	7.8%	0.095	2.3%	90%	False	False	41,415
20	4.129	3.625	0.504	12.3%	0.089	2.2%	93%	False	False	36,055
40	4.129	3.440	0.689	16.8%	0.085	2.1%	95%	False	False	28,537

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.660
2.618	4.454
1.618	4.328
1.000	4.250
0.618	4.202
HIGH	4.124
0.618	4.076
0.500	4.061
0.382	4.046
LOW	3.998
0.618	3.920
1.000	3.872
1.618	3.794
2.618	3.668
4.250	3.463

Fisher Pivots for day following 26-Mar-2013
Pivot	1 day	3 day
R1	4.084	4.083
PP	4.073	4.070
S1	4.061	4.057

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

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