NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	4.668	4.821	0.153	3.3%	4.605
High	4.886	4.836	-0.050	-1.0%	4.886
Low	4.663	4.717	0.054	1.2%	4.570
Close	4.821	4.739	-0.082	-1.7%	4.739
Range	0.223	0.119	-0.104	-46.6%	0.316
ATR	0.142	0.141	-0.002	-1.2%	0.000
Volume	39,971	68,753	28,782	72.0%	184,295

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.121	5.049	4.804
R3	5.002	4.930	4.772
R2	4.883	4.883	4.761
R1	4.811	4.811	4.750	4.788
PP	4.764	4.764	4.764	4.752
S1	4.692	4.692	4.728	4.669
S2	4.645	4.645	4.717
S3	4.526	4.573	4.706
S4	4.407	4.454	4.674

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	4.408	0.478	10.1%	0.157	3.3%	69%	False	False	43,154
10	4.886	4.192	0.694	14.6%	0.152	3.2%	79%	False	False	31,305
20	4.886	4.192	0.694	14.6%	0.135	2.9%	79%	False	False	28,877
40	4.886	4.192	0.694	14.6%	0.130	2.7%	79%	False	False	24,370
60	4.886	4.050	0.836	17.6%	0.131	2.8%	82%	False	False	20,201
80	4.886	3.994	0.892	18.8%	0.125	2.6%	84%	False	False	16,841
100	4.896	3.994	0.902	19.0%	0.122	2.6%	83%	False	False	14,358
120	4.896	3.994	0.902	19.0%	0.121	2.6%	83%	False	False	12,336

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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.342
2.618	5.148
1.618	5.029
1.000	4.955
0.618	4.910
HIGH	4.836
0.618	4.791
0.500	4.777
0.382	4.762
LOW	4.717
0.618	4.643
1.000	4.598
1.618	4.524
2.618	4.405
4.250	4.211

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	4.777	4.757
PP	4.764	4.751
S1	4.752	4.745

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

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