NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	4.094	4.090	-0.004	-0.1%	4.086
High	4.129	4.129	0.000	0.0%	4.306
Low	4.045	3.992	-0.053	-1.3%	4.031
Close	4.084	4.038	-0.046	-1.1%	4.219
Range	0.084	0.137	0.053	63.1%	0.275
ATR	0.114	0.115	0.002	1.5%	0.000
Volume	44,298	32,253	-12,045	-27.2%	403,925

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.464	4.388	4.113
R3	4.327	4.251	4.076
R2	4.190	4.190	4.063
R1	4.114	4.114	4.051	4.084
PP	4.053	4.053	4.053	4.038
S1	3.977	3.977	4.025	3.947
S2	3.916	3.916	4.013
S3	3.779	3.840	4.000
S4	3.642	3.703	3.963

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.010	4.890	4.370
R3	4.735	4.615	4.295
R2	4.460	4.460	4.269
R1	4.340	4.340	4.244	4.400
PP	4.185	4.185	4.185	4.216
S1	4.065	4.065	4.194	4.125
S2	3.910	3.910	4.169
S3	3.635	3.790	4.143
S4	3.360	3.515	4.068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.306	3.992	0.314	7.8%	0.108	2.7%	15%	False	True	43,220
10	4.306	3.992	0.314	7.8%	0.116	2.9%	15%	False	True	61,460
20	4.556	3.992	0.564	14.0%	0.107	2.7%	8%	False	True	43,314
40	4.697	3.992	0.705	17.5%	0.116	2.9%	7%	False	True	31,908
60	5.106	3.992	1.114	27.6%	0.115	2.9%	4%	False	True	26,598
80	5.106	3.992	1.114	27.6%	0.117	2.9%	4%	False	True	22,661
100	5.106	3.992	1.114	27.6%	0.113	2.8%	4%	False	True	19,567
120	5.106	3.992	1.114	27.6%	0.112	2.8%	4%	False	True	17,243

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	0.039
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.711
2.618	4.488
1.618	4.351
1.000	4.266
0.618	4.214
HIGH	4.129
0.618	4.077
0.500	4.061
0.382	4.044
LOW	3.992
0.618	3.907
1.000	3.855
1.618	3.770
2.618	3.633
4.250	3.410

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	4.061	4.097
PP	4.053	4.077
S1	4.046	4.058

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

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