NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	4.018	4.120	0.102	2.5%	3.933
High	4.159	4.157	-0.002	0.0%	4.159
Low	3.960	4.064	0.104	2.6%	3.876
Close	4.127	4.071	-0.056	-1.4%	4.071
Range	0.199	0.093	-0.106	-53.3%	0.283
ATR	0.126	0.124	-0.002	-1.9%	0.000
Volume	77,433	72,941	-4,492	-5.8%	409,675

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.376	4.317	4.122
R3	4.283	4.224	4.097
R2	4.190	4.190	4.088
R1	4.131	4.131	4.080	4.114
PP	4.097	4.097	4.097	4.089
S1	4.038	4.038	4.062	4.021
S2	4.004	4.004	4.054
S3	3.911	3.945	4.045
S4	3.818	3.852	4.020

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.884	4.761	4.227
R3	4.601	4.478	4.149
R2	4.318	4.318	4.123
R1	4.195	4.195	4.097	4.257
PP	4.035	4.035	4.035	4.066
S1	3.912	3.912	4.045	3.974
S2	3.752	3.752	4.019
S3	3.469	3.629	3.993
S4	3.186	3.346	3.915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.159	3.876	0.283	7.0%	0.131	3.2%	69%	False	False	81,935
10	4.228	3.876	0.352	8.6%	0.121	3.0%	55%	False	False	63,333
20	4.600	3.876	0.724	17.8%	0.118	2.9%	27%	False	False	48,991
40	4.600	3.876	0.724	17.8%	0.123	3.0%	27%	False	False	40,364
60	5.010	3.876	1.134	27.9%	0.131	3.2%	17%	False	False	37,170
80	5.010	3.876	1.134	27.9%	0.129	3.2%	17%	False	False	33,464
100	5.010	3.876	1.134	27.9%	0.128	3.2%	17%	False	False	31,045
120	5.010	3.876	1.134	27.9%	0.127	3.1%	17%	False	False	28,572

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.552
2.618	4.400
1.618	4.307
1.000	4.250
0.618	4.214
HIGH	4.157
0.618	4.121
0.500	4.111
0.382	4.100
LOW	4.064
0.618	4.007
1.000	3.971
1.618	3.914
2.618	3.821
4.250	3.669

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	4.111	4.067
PP	4.097	4.063
S1	4.084	4.060

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

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