NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	4.111	4.189	0.078	1.9%	4.268
High	4.202	4.243	0.041	1.0%	4.340
Low	4.074	4.144	0.070	1.7%	4.053
Close	4.167	4.181	0.014	0.3%	4.113
Range	0.128	0.099	-0.029	-22.7%	0.287
ATR	0.113	0.112	-0.001	-0.9%	0.000
Volume	81,852	84,700	2,848	3.5%	199,048

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.486	4.433	4.235
R3	4.387	4.334	4.208
R2	4.288	4.288	4.199
R1	4.235	4.235	4.190	4.212
PP	4.189	4.189	4.189	4.178
S1	4.136	4.136	4.172	4.113
S2	4.090	4.090	4.163
S3	3.991	4.037	4.154
S4	3.892	3.938	4.127

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	4.244	4.031	0.213	5.1%	0.123	2.9%	70%	False	False	73,078
10	4.460	4.031	0.429	10.3%	0.107	2.6%	35%	False	False	50,081
20	4.697	4.031	0.666	15.9%	0.112	2.7%	23%	False	False	35,753
40	4.817	4.031	0.786	18.8%	0.113	2.7%	19%	False	False	26,364
60	5.106	4.031	1.075	25.7%	0.115	2.8%	14%	False	False	22,434
80	5.106	4.031	1.075	25.7%	0.114	2.7%	14%	False	False	19,511
100	5.106	4.031	1.075	25.7%	0.112	2.7%	14%	False	False	17,101
120	5.106	4.031	1.075	25.7%	0.111	2.7%	14%	False	False	14,993

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	0.028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.664
2.618	4.502
1.618	4.403
1.000	4.342
0.618	4.304
HIGH	4.243
0.618	4.205
0.500	4.194
0.382	4.182
LOW	4.144
0.618	4.083
1.000	4.045
1.618	3.984
2.618	3.885
4.250	3.723

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	4.194	4.166
PP	4.189	4.152
S1	4.185	4.137

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

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