I managed to change my NAT Type from Moderate to Open by opening up UDP 3074. Are there more ports that I need to open to play without any lag and to avoid "no sessions found" ?
I cannot put my Router in a DMZ since the router doesn't support DMZ.
The port numbers for PlayStation®Network servers used for this are TCP: 80, 443, 5223 and UDP: 3478, 3479.
For voice / video chat and online game play, direct communication with other PS3™ systems is used for data transmission during voice / video chat and online gaming. The port number used for this is UDP: 3658.
Hope I helped.