NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	3.932	3.933	0.001	0.0%	3.911
High	3.982	3.996	0.014	0.4%	4.143
Low	3.892	3.843	-0.049	-1.3%	3.855
Close	3.933	3.892	-0.041	-1.0%	4.060
Range	0.090	0.153	0.063	70.0%	0.288
ATR	0.128	0.129	0.002	1.4%	0.000
Volume	86,732	124,275	37,543	43.3%	582,764

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.369	4.284	3.976
R3	4.216	4.131	3.934
R2	4.063	4.063	3.920
R1	3.978	3.978	3.906	3.944
PP	3.910	3.910	3.910	3.894
S1	3.825	3.825	3.878	3.791
S2	3.757	3.757	3.864
S3	3.604	3.672	3.850
S4	3.451	3.519	3.808

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	4.140	3.843	0.297	7.6%	0.116	3.0%	16%	False	True	102,290
10	4.143	3.843	0.300	7.7%	0.123	3.2%	16%	False	True	110,559
20	4.445	3.843	0.602	15.5%	0.117	3.0%	8%	False	True	97,489
40	4.586	3.843	0.743	19.1%	0.127	3.3%	7%	False	True	70,511
60	5.011	3.843	1.168	30.0%	0.134	3.4%	4%	False	True	60,339
80	5.011	3.843	1.168	30.0%	0.133	3.4%	4%	False	True	49,406
100	5.011	3.843	1.168	30.0%	0.130	3.3%	4%	False	True	41,940
120	5.011	3.843	1.168	30.0%	0.129	3.3%	4%	False	True	36,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.646
2.618	4.397
1.618	4.244
1.000	4.149
0.618	4.091
HIGH	3.996
0.618	3.938
0.500	3.920
0.382	3.901
LOW	3.843
0.618	3.748
1.000	3.690
1.618	3.595
2.618	3.442
4.250	3.193

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	3.920	3.943
PP	3.910	3.926
S1	3.901	3.909

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

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