NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	4.796	4.877	0.081	1.7%	4.620
High	4.885	4.896	0.011	0.2%	4.887
Low	4.781	4.819	0.038	0.8%	4.592
Close	4.869	4.877	0.008	0.2%	4.745
Range	0.104	0.077	-0.027	-26.0%	0.295
ATR	0.136	0.132	-0.004	-3.1%	0.000
Volume	37,762	55,425	17,663	46.8%	153,635

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.095	5.063	4.919
R3	5.018	4.986	4.898
R2	4.941	4.941	4.891
R1	4.909	4.909	4.884	4.916
PP	4.864	4.864	4.864	4.867
S1	4.832	4.832	4.870	4.839
S2	4.787	4.787	4.863
S3	4.710	4.755	4.856
S4	4.633	4.678	4.835

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	4.896	4.642	0.254	5.2%	0.116	2.4%	93%	True	False	44,693
10	4.896	4.311	0.585	12.0%	0.132	2.7%	97%	True	False	31,476
20	4.896	4.219	0.677	13.9%	0.128	2.6%	97%	True	False	22,824
40	4.896	4.208	0.688	14.1%	0.127	2.6%	97%	True	False	19,342
60	4.896	4.087	0.809	16.6%	0.127	2.6%	98%	True	False	16,427
80	4.896	4.011	0.885	18.1%	0.122	2.5%	98%	True	False	14,171
100	4.896	4.011	0.885	18.1%	0.118	2.4%	98%	True	False	12,086
120	4.896	4.011	0.885	18.1%	0.118	2.4%	98%	True	False	10,388

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.223
2.618	5.098
1.618	5.021
1.000	4.973
0.618	4.944
HIGH	4.896
0.618	4.867
0.500	4.858
0.382	4.848
LOW	4.819
0.618	4.771
1.000	4.742
1.618	4.694
2.618	4.617
4.250	4.492

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	4.871	4.855
PP	4.864	4.833
S1	4.858	4.811

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

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