NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	4.012	4.038	0.026	0.6%	3.911
High	4.062	4.042	-0.020	-0.5%	4.143
Low	3.950	3.903	-0.047	-1.2%	3.855
Close	4.024	3.932	-0.092	-2.3%	4.060
Range	0.112	0.139	0.027	24.1%	0.288
ATR	0.130	0.130	0.001	0.5%	0.000
Volume	97,695	128,762	31,067	31.8%	582,764

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.376	4.293	4.008
R3	4.237	4.154	3.970
R2	4.098	4.098	3.957
R1	4.015	4.015	3.945	3.987
PP	3.959	3.959	3.959	3.945
S1	3.876	3.876	3.919	3.848
S2	3.820	3.820	3.907
S3	3.681	3.737	3.894
S4	3.542	3.598	3.856

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.883	4.760	4.218
R3	4.595	4.472	4.139
R2	4.307	4.307	4.113
R1	4.184	4.184	4.086	4.246
PP	4.019	4.019	4.019	4.050
S1	3.896	3.896	4.034	3.958
S2	3.731	3.731	4.007
S3	3.443	3.608	3.981
S4	3.155	3.320	3.902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.143	3.903	0.240	6.1%	0.128	3.3%	12%	False	True	113,503
10	4.180	3.855	0.325	8.3%	0.131	3.3%	24%	False	False	115,753
20	4.573	3.855	0.718	18.3%	0.124	3.2%	11%	False	False	93,456
40	4.586	3.855	0.731	18.6%	0.126	3.2%	11%	False	False	66,571
60	5.011	3.855	1.156	29.4%	0.134	3.4%	7%	False	False	57,244
80	5.011	3.855	1.156	29.4%	0.133	3.4%	7%	False	False	47,036
100	5.011	3.855	1.156	29.4%	0.131	3.3%	7%	False	False	40,009
120	5.011	3.855	1.156	29.4%	0.129	3.3%	7%	False	False	34,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.633
2.618	4.406
1.618	4.267
1.000	4.181
0.618	4.128
HIGH	4.042
0.618	3.989
0.500	3.973
0.382	3.956
LOW	3.903
0.618	3.817
1.000	3.764
1.618	3.678
2.618	3.539
4.250	3.312

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	3.973	4.022
PP	3.959	3.992
S1	3.946	3.962

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

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