NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	4.700	4.683	-0.017	-0.4%	4.373
High	4.723	4.887	0.164	3.5%	4.615
Low	4.642	4.678	0.036	0.8%	4.311
Close	4.681	4.822	0.141	3.0%	4.577
Range	0.081	0.209	0.128	158.0%	0.304
ATR	0.133	0.138	0.005	4.1%	0.000
Volume	34,378	32,057	-2,321	-6.8%	79,315

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.423	5.331	4.937
R3	5.214	5.122	4.879
R2	5.005	5.005	4.860
R1	4.913	4.913	4.841	4.959
PP	4.796	4.796	4.796	4.819
S1	4.704	4.704	4.803	4.750
S2	4.587	4.587	4.784
S3	4.378	4.495	4.765
S4	4.169	4.286	4.707

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.413	5.299	4.744
R3	5.109	4.995	4.661
R2	4.805	4.805	4.633
R1	4.691	4.691	4.605	4.748
PP	4.501	4.501	4.501	4.530
S1	4.387	4.387	4.549	4.444
S2	4.197	4.197	4.521
S3	3.893	4.083	4.493
S4	3.589	3.779	4.410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.887	4.311	0.576	11.9%	0.169	3.5%	89%	True	False	25,491
10	4.887	4.219	0.668	13.9%	0.146	3.0%	90%	True	False	19,530
20	4.887	4.219	0.668	13.9%	0.144	3.0%	90%	True	False	19,543
40	4.887	4.208	0.679	14.1%	0.127	2.6%	90%	True	False	16,342
60	4.887	4.071	0.816	16.9%	0.128	2.7%	92%	True	False	14,478
80	4.887	4.011	0.876	18.2%	0.122	2.5%	93%	True	False	12,409
100	4.888	4.011	0.877	18.2%	0.119	2.5%	92%	False	False	10,596
120	4.888	4.011	0.877	18.2%	0.118	2.5%	92%	False	False	9,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.775
2.618	5.434
1.618	5.225
1.000	5.096
0.618	5.016
HIGH	4.887
0.618	4.807
0.500	4.783
0.382	4.758
LOW	4.678
0.618	4.549
1.000	4.469
1.618	4.340
2.618	4.131
4.250	3.790

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	4.809	4.795
PP	4.796	4.767
S1	4.783	4.740

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

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