NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	3.893	3.889	-0.004	-0.1%	4.012
High	3.928	4.048	0.120	3.1%	4.062
Low	3.853	3.874	0.021	0.5%	3.843
Close	3.889	3.993	0.104	2.7%	3.940
Range	0.075	0.174	0.099	132.0%	0.219
ATR	0.123	0.127	0.004	3.0%	0.000
Volume	103,120	122,516	19,396	18.8%	499,661

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.494	4.417	4.089
R3	4.320	4.243	4.041
R2	4.146	4.146	4.025
R1	4.069	4.069	4.009	4.108
PP	3.972	3.972	3.972	3.991
S1	3.895	3.895	3.977	3.934
S2	3.798	3.798	3.961
S3	3.624	3.721	3.945
S4	3.450	3.547	3.897

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.605	4.492	4.060
R3	4.386	4.273	4.000
R2	4.167	4.167	3.980
R1	4.054	4.054	3.960	4.001
PP	3.948	3.948	3.948	3.922
S1	3.835	3.835	3.920	3.782
S2	3.729	3.729	3.900
S3	3.510	3.616	3.880
S4	3.291	3.397	3.820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.048	3.843	0.205	5.1%	0.113	2.8%	73%	True	False	99,768
10	4.143	3.843	0.300	7.5%	0.121	3.0%	50%	False	False	106,635
20	4.379	3.843	0.536	13.4%	0.118	2.9%	28%	False	False	102,983
40	4.586	3.843	0.743	18.6%	0.126	3.2%	20%	False	False	75,700
60	5.011	3.843	1.168	29.3%	0.131	3.3%	13%	False	False	64,236
80	5.011	3.843	1.168	29.3%	0.132	3.3%	13%	False	False	52,672
100	5.011	3.843	1.168	29.3%	0.128	3.2%	13%	False	False	44,553
120	5.011	3.843	1.168	29.3%	0.129	3.2%	13%	False	False	38,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.788
2.618	4.504
1.618	4.330
1.000	4.222
0.618	4.156
HIGH	4.048
0.618	3.982
0.500	3.961
0.382	3.940
LOW	3.874
0.618	3.766
1.000	3.700
1.618	3.592
2.618	3.418
4.250	3.135

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	3.982	3.979
PP	3.972	3.965
S1	3.961	3.951

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

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