Create Virtual Network Gateway by API is failing

I am trying to create Virtual Network with Point-to-Site VPN connection by using API. I've done the Virtual Network creation step but stumble on the setting-up Gateway. I can do it manually but when I call API it's always failing by saying "400 Bad request". 

The x-ms-version I am using is 2012-03-01 

The body of the POST looks like this:

<?xml version=\"1.0\" encoding=\"utf-8\"?>
<CreateGatewayParameters xmlns="http://schemas.microsoft.com/windowsazure">
<GatewayType>DynamicRouting</GatewayType>
</CreateGatewayParameters>

And the URL is:  https://management.core.windows.net/{my_ID}/services/networking/{virtualNetworkName}/gateway

Can somebody see an issue with that?

Thanks,

Alex