NYMEX Natural Gas Future November 2011

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

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	4.038	4.051	0.013	0.3%	4.043
High	4.137	4.118	-0.019	-0.5%	4.243
Low	4.004	4.020	0.016	0.4%	3.903
Close	4.045	4.068	0.023	0.6%	3.990
Range	0.133	0.098	-0.035	-26.3%	0.340
ATR	0.125	0.123	-0.002	-1.6%	0.000
Volume	48,221	52,074	3,853	8.0%	177,809

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.363	4.313	4.122
R3	4.265	4.215	4.095
R2	4.167	4.167	4.086
R1	4.117	4.117	4.077	4.142
PP	4.069	4.069	4.069	4.081
S1	4.019	4.019	4.059	4.044
S2	3.971	3.971	4.050
S3	3.873	3.921	4.041
S4	3.775	3.823	4.014

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.065	4.868	4.177
R3	4.725	4.528	4.084
R2	4.385	4.385	4.052
R1	4.188	4.188	4.021	4.117
PP	4.045	4.045	4.045	4.010
S1	3.848	3.848	3.959	3.777
S2	3.705	3.705	3.928
S3	3.365	3.508	3.897
S4	3.025	3.168	3.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.243	3.959	0.284	7.0%	0.136	3.4%	38%	False	False	44,212
10	4.243	3.903	0.340	8.4%	0.131	3.2%	49%	False	False	39,276
20	4.306	3.903	0.403	9.9%	0.122	3.0%	41%	False	False	40,682
40	4.697	3.903	0.794	19.5%	0.117	2.9%	21%	False	False	38,217
60	4.817	3.903	0.914	22.5%	0.116	2.9%	18%	False	False	31,137
80	5.106	3.903	1.203	29.6%	0.117	2.9%	14%	False	False	26,996
100	5.106	3.903	1.203	29.6%	0.116	2.9%	14%	False	False	23,745
120	5.106	3.903	1.203	29.6%	0.114	2.8%	14%	False	False	21,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.535
2.618	4.375
1.618	4.277
1.000	4.216
0.618	4.179
HIGH	4.118
0.618	4.081
0.500	4.069
0.382	4.057
LOW	4.020
0.618	3.959
1.000	3.922
1.618	3.861
2.618	3.763
4.250	3.604

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	4.069	4.061
PP	4.069	4.055
S1	4.068	4.048

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

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