NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	4.110	3.965	-0.145	-3.5%	4.161
High	4.126	3.995	-0.131	-3.2%	4.228
Low	3.930	3.911	-0.019	-0.5%	3.911
Close	3.955	3.962	0.007	0.2%	3.962
Range	0.196	0.084	-0.112	-57.1%	0.317
ATR	0.124	0.121	-0.003	-2.3%	0.000
Volume	43,362	85,376	42,014	96.9%	223,660

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.208	4.169	4.008
R3	4.124	4.085	3.985
R2	4.040	4.040	3.977
R1	4.001	4.001	3.970	3.979
PP	3.956	3.956	3.956	3.945
S1	3.917	3.917	3.954	3.895
S2	3.872	3.872	3.947
S3	3.788	3.833	3.939
S4	3.704	3.749	3.916

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.985	4.790	4.136
R3	4.668	4.473	4.049
R2	4.351	4.351	4.020
R1	4.156	4.156	3.991	4.095
PP	4.034	4.034	4.034	4.003
S1	3.839	3.839	3.933	3.778
S2	3.717	3.717	3.904
S3	3.400	3.522	3.875
S4	3.083	3.205	3.788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.228	3.911	0.317	8.0%	0.111	2.8%	16%	False	True	44,732
10	4.440	3.911	0.529	13.4%	0.105	2.6%	10%	False	True	36,164
20	4.600	3.911	0.689	17.4%	0.119	3.0%	7%	False	True	37,629
40	4.880	3.911	0.969	24.5%	0.123	3.1%	5%	False	True	34,016
60	5.010	3.911	1.099	27.7%	0.130	3.3%	5%	False	True	31,862
80	5.010	3.911	1.099	27.7%	0.129	3.2%	5%	False	True	29,598
100	5.010	3.911	1.099	27.7%	0.128	3.2%	5%	False	True	27,823
120	5.010	3.911	1.099	27.7%	0.126	3.2%	5%	False	True	25,637

Crabel Price Patterns
NR	True
NR4	True
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	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.352
2.618	4.215
1.618	4.131
1.000	4.079
0.618	4.047
HIGH	3.995
0.618	3.963
0.500	3.953
0.382	3.943
LOW	3.911
0.618	3.859
1.000	3.827
1.618	3.775
2.618	3.691
4.250	3.554

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	3.959	4.047
PP	3.956	4.018
S1	3.953	3.990

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

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