NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	4.106	4.012	-0.094	-2.3%	3.911
High	4.140	4.062	-0.078	-1.9%	4.143
Low	4.052	3.950	-0.102	-2.5%	3.855
Close	4.060	4.024	-0.036	-0.9%	4.060
Range	0.088	0.112	0.024	27.3%	0.288
ATR	0.131	0.130	-0.001	-1.0%	0.000
Volume	73,986	97,695	23,709	32.0%	582,764

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.348	4.298	4.086
R3	4.236	4.186	4.055
R2	4.124	4.124	4.045
R1	4.074	4.074	4.034	4.099
PP	4.012	4.012	4.012	4.025
S1	3.962	3.962	4.014	3.987
S2	3.900	3.900	4.003
S3	3.788	3.850	3.993
S4	3.676	3.738	3.962

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.883	4.760	4.218
R3	4.595	4.472	4.139
R2	4.307	4.307	4.113
R1	4.184	4.184	4.086	4.246
PP	4.019	4.019	4.019	4.050
S1	3.896	3.896	4.034	3.958
S2	3.731	3.731	4.007
S3	3.443	3.608	3.981
S4	3.155	3.320	3.902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.143	3.888	0.255	6.3%	0.131	3.3%	53%	False	False	112,123
10	4.230	3.855	0.375	9.3%	0.126	3.1%	45%	False	False	109,348
20	4.573	3.855	0.718	17.8%	0.121	3.0%	24%	False	False	89,379
40	4.586	3.855	0.731	18.2%	0.127	3.2%	23%	False	False	64,018
60	5.011	3.855	1.156	28.7%	0.135	3.3%	15%	False	False	55,381
80	5.011	3.855	1.156	28.7%	0.133	3.3%	15%	False	False	45,590
100	5.011	3.855	1.156	28.7%	0.131	3.3%	15%	False	False	38,860
120	5.011	3.855	1.156	28.7%	0.129	3.2%	15%	False	False	33,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.538
2.618	4.355
1.618	4.243
1.000	4.174
0.618	4.131
HIGH	4.062
0.618	4.019
0.500	4.006
0.382	3.993
LOW	3.950
0.618	3.881
1.000	3.838
1.618	3.769
2.618	3.657
4.250	3.474

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	4.018	4.042
PP	4.012	4.036
S1	4.006	4.030

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

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