NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 31-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	31-May-2011	Change	Change %	Previous Week
Open	4.429	4.605	0.176	4.0%	4.341
High	4.600	4.736	0.136	3.0%	4.600
Low	4.408	4.570	0.162	3.7%	4.290
Close	4.557	4.700	0.143	3.1%	4.557
Range	0.192	0.166	-0.026	-13.5%	0.310
ATR	0.137	0.140	0.003	2.2%	0.000
Volume	31,479	30,182	-1,297	-4.1%	107,838

Daily Pivots for day following 31-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.167	5.099	4.791
R3	5.001	4.933	4.746
R2	4.835	4.835	4.730
R1	4.767	4.767	4.715	4.801
PP	4.669	4.669	4.669	4.686
S1	4.601	4.601	4.685	4.635
S2	4.503	4.503	4.670
S3	4.337	4.435	4.654
S4	4.171	4.269	4.609

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.412	5.295	4.728
R3	5.102	4.985	4.642
R2	4.792	4.792	4.614
R1	4.675	4.675	4.585	4.734
PP	4.482	4.482	4.482	4.512
S1	4.365	4.365	4.529	4.424
S2	4.172	4.172	4.500
S3	3.862	4.055	4.472
S4	3.552	3.745	4.387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.736	4.290	0.446	9.5%	0.153	3.3%	92%	True	False	24,400
10	4.736	4.192	0.544	11.6%	0.140	3.0%	93%	True	False	21,757
20	4.830	4.192	0.638	13.6%	0.141	3.0%	80%	False	False	26,113
40	4.842	4.192	0.650	13.8%	0.127	2.7%	78%	False	False	22,019
60	4.842	3.999	0.843	17.9%	0.130	2.8%	83%	False	False	18,105
80	4.842	3.994	0.848	18.0%	0.124	2.6%	83%	False	False	15,085
100	4.896	3.994	0.902	19.2%	0.122	2.6%	78%	False	False	12,930
120	4.896	3.994	0.902	19.2%	0.121	2.6%	78%	False	False	11,131

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	5.442
2.618	5.171
1.618	5.005
1.000	4.902
0.618	4.839
HIGH	4.736
0.618	4.673
0.500	4.653
0.382	4.633
LOW	4.570
0.618	4.467
1.000	4.404
1.618	4.301
2.618	4.135
4.250	3.865

Fisher Pivots for day following 31-May-2011
Pivot	1 day	3 day
R1	4.684	4.638
PP	4.669	4.575
S1	4.653	4.513

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

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