NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	4.877	4.864	-0.013	-0.3%	4.620
High	4.896	4.909	0.013	0.3%	4.887
Low	4.819	4.816	-0.003	-0.1%	4.592
Close	4.877	4.893	0.016	0.3%	4.745
Range	0.077	0.093	0.016	20.8%	0.295
ATR	0.132	0.129	-0.003	-2.1%	0.000
Volume	55,425	75,542	20,117	36.3%	153,635

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.152	5.115	4.944
R3	5.059	5.022	4.919
R2	4.966	4.966	4.910
R1	4.929	4.929	4.902	4.948
PP	4.873	4.873	4.873	4.882
S1	4.836	4.836	4.884	4.855
S2	4.780	4.780	4.876
S3	4.687	4.743	4.867
S4	4.594	4.650	4.842

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.626	5.481	4.907
R3	5.331	5.186	4.826
R2	5.036	5.036	4.799
R1	4.891	4.891	4.772	4.964
PP	4.741	4.741	4.741	4.778
S1	4.596	4.596	4.718	4.669
S2	4.446	4.446	4.691
S3	4.151	4.301	4.664
S4	3.856	4.006	4.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.909	4.678	0.231	4.7%	0.118	2.4%	93%	True	False	52,926
10	4.909	4.311	0.598	12.2%	0.129	2.6%	97%	True	False	37,637
20	4.909	4.219	0.690	14.1%	0.127	2.6%	98%	True	False	25,580
40	4.909	4.219	0.690	14.1%	0.126	2.6%	98%	True	False	20,928
60	4.909	4.087	0.822	16.8%	0.127	2.6%	98%	True	False	17,468
80	4.909	4.011	0.898	18.4%	0.122	2.5%	98%	True	False	15,033
100	4.909	4.011	0.898	18.4%	0.118	2.4%	98%	True	False	12,798
120	4.909	4.011	0.898	18.4%	0.118	2.4%	98%	True	False	11,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.304
2.618	5.152
1.618	5.059
1.000	5.002
0.618	4.966
HIGH	4.909
0.618	4.873
0.500	4.863
0.382	4.852
LOW	4.816
0.618	4.759
1.000	4.723
1.618	4.666
2.618	4.573
4.250	4.421

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	4.883	4.877
PP	4.873	4.861
S1	4.863	4.845

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

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