NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	3.882	3.925	0.043	1.1%	3.910
High	3.950	4.038	0.088	2.2%	4.130
Low	3.851	3.900	0.049	1.3%	3.780
Close	3.938	3.940	0.002	0.1%	3.872
Range	0.099	0.138	0.039	39.4%	0.350
ATR	0.131	0.131	0.001	0.4%	0.000
Volume	99,543	142,637	43,094	43.3%	585,388

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.373	4.295	4.016
R3	4.235	4.157	3.978
R2	4.097	4.097	3.965
R1	4.019	4.019	3.953	4.058
PP	3.959	3.959	3.959	3.979
S1	3.881	3.881	3.927	3.920
S2	3.821	3.821	3.915
S3	3.683	3.743	3.902
S4	3.545	3.605	3.864

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	3.850	0.280	7.1%	0.162	4.1%	32%	False	False	128,769
10	4.130	3.780	0.350	8.9%	0.137	3.5%	46%	False	False	110,713
20	4.159	3.780	0.379	9.6%	0.128	3.2%	42%	False	False	88,733
40	4.600	3.780	0.820	20.8%	0.123	3.1%	20%	False	False	65,588
60	4.740	3.780	0.960	24.4%	0.124	3.1%	17%	False	False	53,822
80	5.010	3.780	1.230	31.2%	0.130	3.3%	13%	False	False	47,675
100	5.010	3.780	1.230	31.2%	0.128	3.3%	13%	False	False	42,724
120	5.010	3.780	1.230	31.2%	0.127	3.2%	13%	False	False	39,133

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	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.625
2.618	4.399
1.618	4.261
1.000	4.176
0.618	4.123
HIGH	4.038
0.618	3.985
0.500	3.969
0.382	3.953
LOW	3.900
0.618	3.815
1.000	3.762
1.618	3.677
2.618	3.539
4.250	3.314

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	3.969	3.958
PP	3.959	3.952
S1	3.950	3.946

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

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