NYMEX Natural Gas Future September 2011

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

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	3.944	4.009	0.065	1.6%	4.135
High	4.040	4.080	0.040	1.0%	4.230
Low	3.888	3.980	0.092	2.4%	3.901
Close	3.994	4.003	0.009	0.2%	3.941
Range	0.152	0.100	-0.052	-34.2%	0.329
ATR	0.126	0.124	-0.002	-1.5%	0.000
Volume	121,861	124,327	2,466	2.0%	486,779

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.321	4.262	4.058
R3	4.221	4.162	4.031
R2	4.121	4.121	4.021
R1	4.062	4.062	4.012	4.042
PP	4.021	4.021	4.021	4.011
S1	3.962	3.962	3.994	3.942
S2	3.921	3.921	3.985
S3	3.821	3.862	3.976
S4	3.721	3.762	3.948

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.011	4.805	4.122
R3	4.682	4.476	4.031
R2	4.353	4.353	4.001
R1	4.147	4.147	3.971	4.086
PP	4.024	4.024	4.024	3.993
S1	3.818	3.818	3.911	3.757
S2	3.695	3.695	3.881
S3	3.366	3.489	3.851
S4	3.037	3.160	3.760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.118	3.855	0.263	6.6%	0.130	3.2%	56%	False	False	123,787
10	4.339	3.855	0.484	12.1%	0.117	2.9%	31%	False	False	103,589
20	4.586	3.855	0.731	18.3%	0.123	3.1%	20%	False	False	83,059
40	4.660	3.855	0.805	20.1%	0.127	3.2%	18%	False	False	58,174
60	5.011	3.855	1.156	28.9%	0.133	3.3%	13%	False	False	50,663
80	5.011	3.855	1.156	28.9%	0.132	3.3%	13%	False	False	41,988
100	5.011	3.855	1.156	28.9%	0.130	3.2%	13%	False	False	35,984
120	5.011	3.855	1.156	28.9%	0.128	3.2%	13%	False	False	31,396

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	0.029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.505
2.618	4.342
1.618	4.242
1.000	4.180
0.618	4.142
HIGH	4.080
0.618	4.042
0.500	4.030
0.382	4.018
LOW	3.980
0.618	3.918
1.000	3.880
1.618	3.818
2.618	3.718
4.250	3.555

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	4.030	3.991
PP	4.021	3.979
S1	4.012	3.968

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

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