NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	4.050	3.882	-0.168	-4.1%	3.910
High	4.065	3.950	-0.115	-2.8%	4.130
Low	3.850	3.851	0.001	0.0%	3.780
Close	3.872	3.938	0.066	1.7%	3.872
Range	0.215	0.099	-0.116	-54.0%	0.350
ATR	0.133	0.131	-0.002	-1.8%	0.000
Volume	121,319	99,543	-21,776	-17.9%	585,388

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.210	4.173	3.992
R3	4.111	4.074	3.965
R2	4.012	4.012	3.956
R1	3.975	3.975	3.947	3.994
PP	3.913	3.913	3.913	3.922
S1	3.876	3.876	3.929	3.895
S2	3.814	3.814	3.920
S3	3.715	3.777	3.911
S4	3.616	3.678	3.884

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.977	4.775	4.065
R3	4.627	4.425	3.968
R2	4.277	4.277	3.936
R1	4.075	4.075	3.904	4.001
PP	3.927	3.927	3.927	3.891
S1	3.725	3.725	3.840	3.651
S2	3.577	3.577	3.808
S3	3.227	3.375	3.776
S4	2.877	3.025	3.680

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	8.9%	0.162	4.1%	45%	False	False	116,507
10	4.130	3.780	0.350	8.9%	0.140	3.6%	45%	False	False	103,562
20	4.159	3.780	0.379	9.6%	0.128	3.3%	42%	False	False	85,949
40	4.600	3.780	0.820	20.8%	0.123	3.1%	19%	False	False	63,040
60	4.880	3.780	1.100	27.9%	0.125	3.2%	14%	False	False	51,891
80	5.010	3.780	1.230	31.2%	0.130	3.3%	13%	False	False	46,160
100	5.010	3.780	1.230	31.2%	0.129	3.3%	13%	False	False	41,540
120	5.010	3.780	1.230	31.2%	0.128	3.2%	13%	False	False	38,066

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 6 trading days

Fibonacci Retracements and Extensions
4.250	4.371
2.618	4.209
1.618	4.110
1.000	4.049
0.618	4.011
HIGH	3.950
0.618	3.912
0.500	3.901
0.382	3.889
LOW	3.851
0.618	3.790
1.000	3.752
1.618	3.691
2.618	3.592
4.250	3.430

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	3.926	3.990
PP	3.913	3.973
S1	3.901	3.955

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

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