NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	4.090	4.078	-0.012	-0.3%	4.163
High	4.129	4.105	-0.024	-0.6%	4.215
Low	3.992	4.040	0.048	1.2%	3.992
Close	4.038	4.075	0.037	0.9%	4.075
Range	0.137	0.065	-0.072	-52.6%	0.223
ATR	0.115	0.112	-0.003	-3.0%	0.000
Volume	32,253	38,818	6,565	20.4%	177,158

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.268	4.237	4.111
R3	4.203	4.172	4.093
R2	4.138	4.138	4.087
R1	4.107	4.107	4.081	4.090
PP	4.073	4.073	4.073	4.065
S1	4.042	4.042	4.069	4.025
S2	4.008	4.008	4.063
S3	3.943	3.977	4.057
S4	3.878	3.912	4.039

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.763	4.642	4.198
R3	4.540	4.419	4.136
R2	4.317	4.317	4.116
R1	4.196	4.196	4.095	4.145
PP	4.094	4.094	4.094	4.069
S1	3.973	3.973	4.055	3.922
S2	3.871	3.871	4.034
S3	3.648	3.750	4.014
S4	3.425	3.527	3.952

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.215	3.992	0.223	5.5%	0.102	2.5%	37%	False	False	35,431
10	4.306	3.992	0.314	7.7%	0.114	2.8%	26%	False	False	58,108
20	4.540	3.992	0.548	13.4%	0.106	2.6%	15%	False	False	44,177
40	4.697	3.992	0.705	17.3%	0.113	2.8%	12%	False	False	32,613
60	5.106	3.992	1.114	27.3%	0.116	2.8%	7%	False	False	27,123
80	5.106	3.992	1.114	27.3%	0.116	2.9%	7%	False	False	23,083
100	5.106	3.992	1.114	27.3%	0.112	2.8%	7%	False	False	19,843
120	5.106	3.992	1.114	27.3%	0.112	2.7%	7%	False	False	17,510

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.381
2.618	4.275
1.618	4.210
1.000	4.170
0.618	4.145
HIGH	4.105
0.618	4.080
0.500	4.073
0.382	4.065
LOW	4.040
0.618	4.000
1.000	3.975
1.618	3.935
2.618	3.870
4.250	3.764

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	4.074	4.070
PP	4.073	4.065
S1	4.073	4.061

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

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