NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	4.038	3.932	-0.106	-2.6%	3.911
High	4.042	3.982	-0.060	-1.5%	4.143
Low	3.903	3.892	-0.011	-0.3%	3.855
Close	3.932	3.933	0.001	0.0%	4.060
Range	0.139	0.090	-0.049	-35.3%	0.288
ATR	0.130	0.128	-0.003	-2.2%	0.000
Volume	128,762	86,732	-42,030	-32.6%	582,764

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.206	4.159	3.983
R3	4.116	4.069	3.958
R2	4.026	4.026	3.950
R1	3.979	3.979	3.941	4.003
PP	3.936	3.936	3.936	3.947
S1	3.889	3.889	3.925	3.913
S2	3.846	3.846	3.917
S3	3.756	3.799	3.908
S4	3.666	3.709	3.884

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	3.892	0.251	6.4%	0.126	3.2%	16%	False	True	105,984
10	4.143	3.855	0.288	7.3%	0.128	3.3%	27%	False	False	114,886
20	4.562	3.855	0.707	18.0%	0.121	3.1%	11%	False	False	94,621
40	4.586	3.855	0.731	18.6%	0.126	3.2%	11%	False	False	68,103
60	5.011	3.855	1.156	29.4%	0.133	3.4%	7%	False	False	58,500
80	5.011	3.855	1.156	29.4%	0.133	3.4%	7%	False	False	47,969
100	5.011	3.855	1.156	29.4%	0.130	3.3%	7%	False	False	40,778
120	5.011	3.855	1.156	29.4%	0.129	3.3%	7%	False	False	35,633

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	0.039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.365
2.618	4.218
1.618	4.128
1.000	4.072
0.618	4.038
HIGH	3.982
0.618	3.948
0.500	3.937
0.382	3.926
LOW	3.892
0.618	3.836
1.000	3.802
1.618	3.746
2.618	3.656
4.250	3.510

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	3.937	3.977
PP	3.936	3.962
S1	3.934	3.948

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

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