NYMEX Natural Gas Future November 2011

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

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	4.100	4.086	-0.014	-0.3%	4.268
High	4.141	4.149	0.008	0.2%	4.340
Low	4.053	4.031	-0.022	-0.5%	4.053
Close	4.113	4.115	0.002	0.0%	4.113
Range	0.088	0.118	0.030	34.1%	0.287
ATR	0.112	0.112	0.000	0.4%	0.000
Volume	72,336	85,540	13,204	18.3%	199,048

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.452	4.402	4.180
R3	4.334	4.284	4.147
R2	4.216	4.216	4.137
R1	4.166	4.166	4.126	4.191
PP	4.098	4.098	4.098	4.111
S1	4.048	4.048	4.104	4.073
S2	3.980	3.980	4.093
S3	3.862	3.930	4.083
S4	3.744	3.812	4.050

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.030	4.858	4.271
R3	4.743	4.571	4.192
R2	4.456	4.456	4.166
R1	4.284	4.284	4.139	4.227
PP	4.169	4.169	4.169	4.140
S1	3.997	3.997	4.087	3.940
S2	3.882	3.882	4.060
S3	3.595	3.710	4.034
S4	3.308	3.423	3.955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.340	4.031	0.309	7.5%	0.115	2.8%	27%	False	True	51,945
10	4.495	4.031	0.464	11.3%	0.099	2.4%	18%	False	True	37,151
20	4.697	4.031	0.666	16.2%	0.111	2.7%	13%	False	True	29,635
40	4.993	4.031	0.962	23.4%	0.114	2.8%	9%	False	True	23,117
60	5.106	4.031	1.075	26.1%	0.115	2.8%	8%	False	True	19,992
80	5.106	4.031	1.075	26.1%	0.114	2.8%	8%	False	True	17,690
100	5.106	4.031	1.075	26.1%	0.113	2.7%	8%	False	True	15,525
120	5.106	4.031	1.075	26.1%	0.111	2.7%	8%	False	True	13,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.651
2.618	4.458
1.618	4.340
1.000	4.267
0.618	4.222
HIGH	4.149
0.618	4.104
0.500	4.090
0.382	4.076
LOW	4.031
0.618	3.958
1.000	3.913
1.618	3.840
2.618	3.722
4.250	3.530

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	4.107	4.138
PP	4.098	4.130
S1	4.090	4.123

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

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