NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	4.189	4.175	-0.014	-0.3%	4.268
High	4.243	4.306	0.063	1.5%	4.340
Low	4.144	4.117	-0.027	-0.7%	4.053
Close	4.181	4.279	0.098	2.3%	4.113
Range	0.099	0.189	0.090	90.9%	0.287
ATR	0.112	0.118	0.005	4.9%	0.000
Volume	84,700	74,072	-10,628	-12.5%	199,048

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.801	4.729	4.383
R3	4.612	4.540	4.331
R2	4.423	4.423	4.314
R1	4.351	4.351	4.296	4.387
PP	4.234	4.234	4.234	4.252
S1	4.162	4.162	4.262	4.198
S2	4.045	4.045	4.244
S3	3.856	3.973	4.227
S4	3.667	3.784	4.175

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	4.306	4.031	0.275	6.4%	0.124	2.9%	90%	True	False	79,700
10	4.354	4.031	0.323	7.5%	0.114	2.7%	77%	False	False	55,358
20	4.697	4.031	0.666	15.6%	0.114	2.7%	37%	False	False	38,188
40	4.801	4.031	0.770	18.0%	0.116	2.7%	32%	False	False	27,893
60	5.106	4.031	1.075	25.1%	0.116	2.7%	23%	False	False	23,562
80	5.106	4.031	1.075	25.1%	0.115	2.7%	23%	False	False	20,403
100	5.106	4.031	1.075	25.1%	0.113	2.7%	23%	False	False	17,781
120	5.106	4.031	1.075	25.1%	0.112	2.6%	23%	False	False	15,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.109
2.618	4.801
1.618	4.612
1.000	4.495
0.618	4.423
HIGH	4.306
0.618	4.234
0.500	4.212
0.382	4.189
LOW	4.117
0.618	4.000
1.000	3.928
1.618	3.811
2.618	3.622
4.250	3.314

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	4.257	4.249
PP	4.234	4.220
S1	4.212	4.190

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

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