NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	4.816	4.796	-0.020	-0.4%	4.620
High	4.832	4.885	0.053	1.1%	4.887
Low	4.725	4.781	0.056	1.2%	4.592
Close	4.745	4.869	0.124	2.6%	4.745
Range	0.107	0.104	-0.003	-2.8%	0.295
ATR	0.136	0.136	0.000	0.2%	0.000
Volume	63,845	37,762	-26,083	-40.9%	153,635

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.157	5.117	4.926
R3	5.053	5.013	4.898
R2	4.949	4.949	4.888
R1	4.909	4.909	4.879	4.929
PP	4.845	4.845	4.845	4.855
S1	4.805	4.805	4.859	4.825
S2	4.741	4.741	4.850
S3	4.637	4.701	4.840
S4	4.533	4.597	4.812

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.626	5.481	4.907
R3	5.331	5.186	4.826
R2	5.036	5.036	4.799
R1	4.891	4.891	4.772	4.964
PP	4.741	4.741	4.741	4.778
S1	4.596	4.596	4.718	4.669
S2	4.446	4.446	4.691
S3	4.151	4.301	4.664
S4	3.856	4.006	4.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.887	4.592	0.295	6.1%	0.131	2.7%	94%	False	False	38,279
10	4.887	4.311	0.576	11.8%	0.139	2.9%	97%	False	False	27,071
20	4.887	4.219	0.668	13.7%	0.131	2.7%	97%	False	False	21,292
40	4.887	4.208	0.679	13.9%	0.126	2.6%	97%	False	False	18,412
60	4.887	4.086	0.801	16.5%	0.128	2.6%	98%	False	False	15,737
80	4.887	4.011	0.876	18.0%	0.123	2.5%	98%	False	False	13,533
100	4.888	4.011	0.877	18.0%	0.118	2.4%	98%	False	False	11,555
120	4.888	4.011	0.877	18.0%	0.118	2.4%	98%	False	False	9,937

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	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.327
2.618	5.157
1.618	5.053
1.000	4.989
0.618	4.949
HIGH	4.885
0.618	4.845
0.500	4.833
0.382	4.821
LOW	4.781
0.618	4.717
1.000	4.677
1.618	4.613
2.618	4.509
4.250	4.339

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	4.857	4.840
PP	4.845	4.811
S1	4.833	4.783

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

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