NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	4.080	3.995	-0.085	-2.1%	4.163
High	4.105	4.059	-0.046	-1.1%	4.215
Low	3.988	3.950	-0.038	-1.0%	3.992
Close	3.996	4.025	0.029	0.7%	4.075
Range	0.117	0.109	-0.008	-6.8%	0.223
ATR	0.114	0.113	0.000	-0.3%	0.000
Volume	42,015	27,682	-14,333	-34.1%	177,158

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.338	4.291	4.085
R3	4.229	4.182	4.055
R2	4.120	4.120	4.045
R1	4.073	4.073	4.035	4.097
PP	4.011	4.011	4.011	4.023
S1	3.964	3.964	4.015	3.988
S2	3.902	3.902	4.005
S3	3.793	3.855	3.995
S4	3.684	3.746	3.965

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	4.128	3.950	0.178	4.4%	0.104	2.6%	42%	False	True	31,677
10	4.306	3.950	0.356	8.8%	0.106	2.6%	21%	False	True	37,448
20	4.354	3.950	0.404	10.0%	0.110	2.7%	19%	False	True	46,403
40	4.697	3.950	0.747	18.6%	0.116	2.9%	10%	False	True	34,519
60	5.106	3.950	1.156	28.7%	0.115	2.8%	6%	False	True	28,222
80	5.106	3.950	1.156	28.7%	0.117	2.9%	6%	False	True	23,824
100	5.106	3.950	1.156	28.7%	0.112	2.8%	6%	False	True	20,699
120	5.106	3.950	1.156	28.7%	0.112	2.8%	6%	False	True	18,312

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.522
2.618	4.344
1.618	4.235
1.000	4.168
0.618	4.126
HIGH	4.059
0.618	4.017
0.500	4.005
0.382	3.992
LOW	3.950
0.618	3.883
1.000	3.841
1.618	3.774
2.618	3.665
4.250	3.487

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	4.018	4.039
PP	4.011	4.034
S1	4.005	4.030

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

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