NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	3.965	3.933	-0.032	-0.8%	4.161
High	3.995	3.988	-0.007	-0.2%	4.228
Low	3.911	3.876	-0.035	-0.9%	3.911
Close	3.962	3.957	-0.005	-0.1%	3.962
Range	0.084	0.112	0.028	33.3%	0.317
ATR	0.121	0.120	-0.001	-0.5%	0.000
Volume	85,376	84,061	-1,315	-1.5%	223,660

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.276	4.229	4.019
R3	4.164	4.117	3.988
R2	4.052	4.052	3.978
R1	4.005	4.005	3.967	4.029
PP	3.940	3.940	3.940	3.952
S1	3.893	3.893	3.947	3.917
S2	3.828	3.828	3.936
S3	3.716	3.781	3.926
S4	3.604	3.669	3.895

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	3.876	0.352	8.9%	0.119	3.0%	23%	False	True	55,662
10	4.391	3.876	0.515	13.0%	0.105	2.6%	16%	False	True	41,932
20	4.600	3.876	0.724	18.3%	0.118	3.0%	11%	False	True	40,130
40	4.880	3.876	1.004	25.4%	0.123	3.1%	8%	False	True	34,863
60	5.010	3.876	1.134	28.7%	0.130	3.3%	7%	False	True	32,897
80	5.010	3.876	1.134	28.7%	0.129	3.3%	7%	False	True	30,438
100	5.010	3.876	1.134	28.7%	0.128	3.2%	7%	False	True	28,489
120	5.010	3.876	1.134	28.7%	0.126	3.2%	7%	False	True	26,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.464
2.618	4.281
1.618	4.169
1.000	4.100
0.618	4.057
HIGH	3.988
0.618	3.945
0.500	3.932
0.382	3.919
LOW	3.876
0.618	3.807
1.000	3.764
1.618	3.695
2.618	3.583
4.250	3.400

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	3.949	4.001
PP	3.940	3.986
S1	3.932	3.972

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

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