NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	3.915	3.927	0.012	0.3%	3.893
High	3.984	3.964	-0.020	-0.5%	4.048
Low	3.870	3.904	0.034	0.9%	3.853
Close	3.931	3.958	0.027	0.7%	3.958
Range	0.114	0.060	-0.054	-47.4%	0.195
ATR	0.125	0.120	-0.005	-3.7%	0.000
Volume	87,183	41,454	-45,729	-52.5%	437,005

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.122	4.100	3.991
R3	4.062	4.040	3.975
R2	4.002	4.002	3.969
R1	3.980	3.980	3.964	3.991
PP	3.942	3.942	3.942	3.948
S1	3.920	3.920	3.953	3.931
S2	3.882	3.882	3.947
S3	3.822	3.860	3.942
S4	3.762	3.800	3.925

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.538	4.443	4.065
R3	4.343	4.248	4.012
R2	4.148	4.148	3.994
R1	4.053	4.053	3.976	4.101
PP	3.953	3.953	3.953	3.977
S1	3.858	3.858	3.940	3.906
S2	3.758	3.758	3.922
S3	3.563	3.663	3.904
S4	3.368	3.468	3.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.048	3.853	0.195	4.9%	0.107	2.7%	54%	False	False	87,401
10	4.062	3.843	0.219	5.5%	0.110	2.8%	53%	False	False	93,666
20	4.230	3.843	0.387	9.8%	0.116	2.9%	30%	False	False	100,310
40	4.586	3.843	0.743	18.8%	0.123	3.1%	15%	False	False	79,364
60	5.011	3.843	1.168	29.5%	0.129	3.3%	10%	False	False	66,262
80	5.011	3.843	1.168	29.5%	0.133	3.3%	10%	False	False	54,582
100	5.011	3.843	1.168	29.5%	0.128	3.2%	10%	False	False	46,294
120	5.011	3.843	1.168	29.5%	0.128	3.2%	10%	False	False	40,370

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	4.219
2.618	4.121
1.618	4.061
1.000	4.024
0.618	4.001
HIGH	3.964
0.618	3.941
0.500	3.934
0.382	3.927
LOW	3.904
0.618	3.867
1.000	3.844
1.618	3.807
2.618	3.747
4.250	3.649

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	3.950	3.955
PP	3.942	3.952
S1	3.934	3.950

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

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