NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	4.887	4.720	-0.167	-3.4%	4.796
High	5.011	4.830	-0.181	-3.6%	5.011
Low	4.550	4.715	0.165	3.6%	4.550
Close	4.726	4.812	0.086	1.8%	4.812
Range	0.461	0.115	-0.346	-75.1%	0.461
ATR	0.153	0.150	-0.003	-1.8%	0.000
Volume	68,227	80,236	12,009	17.6%	317,192

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.086	4.875
R3	5.016	4.971	4.844
R2	4.901	4.901	4.833
R1	4.856	4.856	4.823	4.879
PP	4.786	4.786	4.786	4.797
S1	4.741	4.741	4.801	4.764
S2	4.671	4.671	4.791
S3	4.556	4.626	4.780
S4	4.441	4.511	4.749

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.174	5.954	5.066
R3	5.713	5.493	4.939
R2	5.252	5.252	4.897
R1	5.032	5.032	4.854	5.142
PP	4.791	4.791	4.791	4.846
S1	4.571	4.571	4.770	4.681
S2	4.330	4.330	4.727
S3	3.869	4.110	4.685
S4	3.408	3.649	4.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.011	4.550	0.461	9.6%	0.170	3.5%	57%	False	False	63,438
10	5.011	4.431	0.580	12.1%	0.158	3.3%	66%	False	False	49,409
20	5.011	4.219	0.792	16.5%	0.144	3.0%	75%	False	False	31,119
40	5.011	4.219	0.792	16.5%	0.136	2.8%	75%	False	False	23,908
60	5.011	4.208	0.803	16.7%	0.132	2.7%	75%	False	False	19,626
80	5.011	4.011	1.000	20.8%	0.128	2.7%	80%	False	False	16,727
100	5.011	4.011	1.000	20.8%	0.122	2.5%	80%	False	False	14,229
120	5.011	4.011	1.000	20.8%	0.121	2.5%	80%	False	False	12,206

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.319
2.618	5.131
1.618	5.016
1.000	4.945
0.618	4.901
HIGH	4.830
0.618	4.786
0.500	4.773
0.382	4.759
LOW	4.715
0.618	4.644
1.000	4.600
1.618	4.529
2.618	4.414
4.250	4.226

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	4.799	4.802
PP	4.786	4.791
S1	4.773	4.781

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

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