NYMEX Natural Gas Future October 2011

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

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	3.925	3.942	0.017	0.4%	3.910
High	4.038	4.029	-0.009	-0.2%	4.130
Low	3.900	3.920	0.020	0.5%	3.780
Close	3.940	3.980	0.040	1.0%	3.872
Range	0.138	0.109	-0.029	-21.0%	0.350
ATR	0.131	0.130	-0.002	-1.2%	0.000
Volume	142,637	129,655	-12,982	-9.1%	585,388

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.303	4.251	4.040
R3	4.194	4.142	4.010
R2	4.085	4.085	4.000
R1	4.033	4.033	3.990	4.059
PP	3.976	3.976	3.976	3.990
S1	3.924	3.924	3.970	3.950
S2	3.867	3.867	3.960
S3	3.758	3.815	3.950
S4	3.649	3.706	3.920

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	7.0%	0.144	3.6%	46%	False	False	128,632
10	4.130	3.780	0.350	8.8%	0.136	3.4%	57%	False	False	112,697
20	4.159	3.780	0.379	9.5%	0.128	3.2%	53%	False	False	90,802
40	4.600	3.780	0.820	20.6%	0.124	3.1%	24%	False	False	68,110
60	4.692	3.780	0.912	22.9%	0.124	3.1%	22%	False	False	55,395
80	5.010	3.780	1.230	30.9%	0.130	3.3%	16%	False	False	49,129
100	5.010	3.780	1.230	30.9%	0.129	3.2%	16%	False	False	43,715
120	5.010	3.780	1.230	30.9%	0.127	3.2%	16%	False	False	40,021

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.492
2.618	4.314
1.618	4.205
1.000	4.138
0.618	4.096
HIGH	4.029
0.618	3.987
0.500	3.975
0.382	3.962
LOW	3.920
0.618	3.853
1.000	3.811
1.618	3.744
2.618	3.635
4.250	3.457

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	3.978	3.968
PP	3.976	3.956
S1	3.975	3.945

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

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