NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	3.900	3.905	0.005	0.1%	3.882
High	3.925	4.018	0.093	2.4%	4.038
Low	3.826	3.870	0.044	1.2%	3.851
Close	3.885	3.980	0.095	2.4%	3.915
Range	0.099	0.148	0.049	49.5%	0.187
ATR	0.126	0.127	0.002	1.3%	0.000
Volume	95,179	129,896	34,717	36.5%	483,902

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.400	4.338	4.061
R3	4.252	4.190	4.021
R2	4.104	4.104	4.007
R1	4.042	4.042	3.994	4.073
PP	3.956	3.956	3.956	3.972
S1	3.894	3.894	3.966	3.925
S2	3.808	3.808	3.953
S3	3.660	3.746	3.939
S4	3.512	3.598	3.899

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.496	4.392	4.018
R3	4.309	4.205	3.966
R2	4.122	4.122	3.949
R1	4.018	4.018	3.932	4.070
PP	3.935	3.935	3.935	3.961
S1	3.831	3.831	3.898	3.883
S2	3.748	3.748	3.881
S3	3.561	3.644	3.864
S4	3.374	3.457	3.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.038	3.826	0.212	5.3%	0.120	3.0%	73%	False	False	121,886
10	4.130	3.780	0.350	8.8%	0.141	3.5%	57%	False	False	119,196
20	4.130	3.780	0.350	8.8%	0.126	3.2%	57%	False	False	98,128
40	4.584	3.780	0.804	20.2%	0.122	3.1%	25%	False	False	73,228
60	4.600	3.780	0.820	20.6%	0.124	3.1%	24%	False	False	59,746
80	5.010	3.780	1.230	30.9%	0.130	3.3%	16%	False	False	52,767
100	5.010	3.780	1.230	30.9%	0.129	3.2%	16%	False	False	46,617
120	5.010	3.780	1.230	30.9%	0.128	3.2%	16%	False	False	42,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.647
2.618	4.405
1.618	4.257
1.000	4.166
0.618	4.109
HIGH	4.018
0.618	3.961
0.500	3.944
0.382	3.927
LOW	3.870
0.618	3.779
1.000	3.722
1.618	3.631
2.618	3.483
4.250	3.241

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	3.968	3.961
PP	3.956	3.941
S1	3.944	3.922

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

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