NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	3.990	4.080	0.090	2.3%	4.163
High	4.128	4.105	-0.023	-0.6%	4.215
Low	3.971	3.988	0.017	0.4%	3.992
Close	4.070	3.996	-0.074	-1.8%	4.075
Range	0.157	0.117	-0.040	-25.5%	0.223
ATR	0.114	0.114	0.000	0.2%	0.000
Volume	32,305	42,015	9,710	30.1%	177,158

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.381	4.305	4.060
R3	4.264	4.188	4.028
R2	4.147	4.147	4.017
R1	4.071	4.071	4.007	4.051
PP	4.030	4.030	4.030	4.019
S1	3.954	3.954	3.985	3.934
S2	3.913	3.913	3.975
S3	3.796	3.837	3.964
S4	3.679	3.720	3.932

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	4.129	3.971	0.158	4.0%	0.110	2.8%	16%	False	False	32,591
10	4.306	3.971	0.335	8.4%	0.114	2.9%	7%	False	False	42,087
20	4.460	3.971	0.489	12.2%	0.111	2.8%	5%	False	False	46,084
40	4.697	3.971	0.726	18.2%	0.115	2.9%	3%	False	False	34,109
60	5.106	3.971	1.135	28.4%	0.114	2.8%	2%	False	False	28,107
80	5.106	3.971	1.135	28.4%	0.116	2.9%	2%	False	False	23,630
100	5.106	3.971	1.135	28.4%	0.112	2.8%	2%	False	False	20,531
120	5.106	3.971	1.135	28.4%	0.113	2.8%	2%	False	False	18,105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.602
2.618	4.411
1.618	4.294
1.000	4.222
0.618	4.177
HIGH	4.105
0.618	4.060
0.500	4.047
0.382	4.033
LOW	3.988
0.618	3.916
1.000	3.871
1.618	3.799
2.618	3.682
4.250	3.491

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	4.047	4.050
PP	4.030	4.032
S1	4.013	4.014

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

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