NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	3.909	4.060	0.151	3.9%	3.900
High	4.068	4.130	0.062	1.5%	4.024
Low	3.870	3.970	0.100	2.6%	3.840
Close	4.054	4.050	-0.004	-0.1%	3.912
Range	0.198	0.160	-0.038	-19.2%	0.184
ATR	0.124	0.127	0.003	2.1%	0.000
Volume	130,340	150,006	19,666	15.1%	391,223

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.530	4.450	4.138
R3	4.370	4.290	4.094
R2	4.210	4.210	4.079
R1	4.130	4.130	4.065	4.090
PP	4.050	4.050	4.050	4.030
S1	3.970	3.970	4.035	3.930
S2	3.890	3.890	4.021
S3	3.730	3.810	4.006
S4	3.570	3.650	3.962

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.477	4.379	4.013
R3	4.293	4.195	3.963
R2	4.109	4.109	3.946
R1	4.011	4.011	3.929	4.060
PP	3.925	3.925	3.925	3.950
S1	3.827	3.827	3.895	3.876
S2	3.741	3.741	3.878
S3	3.557	3.643	3.861
S4	3.373	3.459	3.811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.130	3.780	0.350	8.6%	0.135	3.3%	77%	True	False	112,066
10	4.130	3.780	0.350	8.6%	0.123	3.0%	77%	True	False	93,309
20	4.159	3.780	0.379	9.4%	0.123	3.0%	71%	False	False	83,378
40	4.600	3.780	0.820	20.2%	0.121	3.0%	33%	False	False	60,106
60	5.010	3.780	1.230	30.4%	0.130	3.2%	22%	False	False	49,704
80	5.010	3.780	1.230	30.4%	0.129	3.2%	22%	False	False	43,924
100	5.010	3.780	1.230	30.4%	0.127	3.1%	22%	False	False	39,676
120	5.010	3.780	1.230	30.4%	0.128	3.1%	22%	False	False	36,484

Crabel Price Patterns
NR	True
NR4	False
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	0.036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.810
2.618	4.549
1.618	4.389
1.000	4.290
0.618	4.229
HIGH	4.130
0.618	4.069
0.500	4.050
0.382	4.031
LOW	3.970
0.618	3.871
1.000	3.810
1.618	3.711
2.618	3.551
4.250	3.290

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	4.050	4.018
PP	4.050	3.987
S1	4.050	3.955

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

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