NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	3.905	3.990	0.085	2.2%	3.882
High	4.018	4.099	0.081	2.0%	4.038
Low	3.870	3.955	0.085	2.2%	3.851
Close	3.980	4.039	0.059	1.5%	3.915
Range	0.148	0.144	-0.004	-2.7%	0.187
ATR	0.127	0.128	0.001	0.9%	0.000
Volume	129,896	128,377	-1,519	-1.2%	483,902

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.463	4.395	4.118
R3	4.319	4.251	4.079
R2	4.175	4.175	4.065
R1	4.107	4.107	4.052	4.141
PP	4.031	4.031	4.031	4.048
S1	3.963	3.963	4.026	3.997
S2	3.887	3.887	4.013
S3	3.743	3.819	3.999
S4	3.599	3.675	3.960

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	4.099	3.826	0.273	6.8%	0.121	3.0%	78%	True	False	119,034
10	4.130	3.826	0.304	7.5%	0.141	3.5%	70%	False	False	123,901
20	4.130	3.780	0.350	8.7%	0.126	3.1%	74%	False	False	101,870
40	4.584	3.780	0.804	19.9%	0.124	3.1%	32%	False	False	75,375
60	4.600	3.780	0.820	20.3%	0.124	3.1%	32%	False	False	61,515
80	5.010	3.780	1.230	30.5%	0.130	3.2%	21%	False	False	54,141
100	5.010	3.780	1.230	30.5%	0.129	3.2%	21%	False	False	47,686
120	5.010	3.780	1.230	30.5%	0.128	3.2%	21%	False	False	43,270

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.711
2.618	4.476
1.618	4.332
1.000	4.243
0.618	4.188
HIGH	4.099
0.618	4.044
0.500	4.027
0.382	4.010
LOW	3.955
0.618	3.866
1.000	3.811
1.618	3.722
2.618	3.578
4.250	3.343

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	4.035	4.014
PP	4.031	3.988
S1	4.027	3.963

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

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