NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	4.821	4.792	-0.029	-0.6%	4.605
High	4.836	4.881	0.045	0.9%	4.886
Low	4.717	4.768	0.051	1.1%	4.570
Close	4.739	4.857	0.118	2.5%	4.739
Range	0.119	0.113	-0.006	-5.0%	0.316
ATR	0.141	0.141	0.000	0.1%	0.000
Volume	68,753	30,672	-38,081	-55.4%	184,295

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.174	5.129	4.919
R3	5.061	5.016	4.888
R2	4.948	4.948	4.878
R1	4.903	4.903	4.867	4.926
PP	4.835	4.835	4.835	4.847
S1	4.790	4.790	4.847	4.813
S2	4.722	4.722	4.836
S3	4.609	4.677	4.826
S4	4.496	4.564	4.795

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.680	5.525	4.913
R3	5.364	5.209	4.826
R2	5.048	5.048	4.797
R1	4.893	4.893	4.768	4.971
PP	4.732	4.732	4.732	4.770
S1	4.577	4.577	4.710	4.655
S2	4.416	4.416	4.681
S3	4.100	4.261	4.652
S4	3.784	3.945	4.565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.886	4.570	0.316	6.5%	0.142	2.9%	91%	False	False	42,993
10	4.886	4.290	0.596	12.3%	0.146	3.0%	95%	False	False	32,280
20	4.886	4.192	0.694	14.3%	0.135	2.8%	96%	False	False	28,416
40	4.886	4.192	0.694	14.3%	0.130	2.7%	96%	False	False	24,556
60	4.886	4.061	0.825	17.0%	0.131	2.7%	96%	False	False	20,537
80	4.886	3.994	0.892	18.4%	0.126	2.6%	97%	False	False	17,160
100	4.896	3.994	0.902	18.6%	0.122	2.5%	96%	False	False	14,625
120	4.896	3.994	0.902	18.6%	0.121	2.5%	96%	False	False	12,581

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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.361
2.618	5.177
1.618	5.064
1.000	4.994
0.618	4.951
HIGH	4.881
0.618	4.838
0.500	4.825
0.382	4.811
LOW	4.768
0.618	4.698
1.000	4.655
1.618	4.585
2.618	4.472
4.250	4.288

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	4.846	4.830
PP	4.835	4.802
S1	4.825	4.775

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

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