NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	3.995	4.016	0.021	0.5%	4.036
High	4.059	4.077	0.018	0.4%	4.128
Low	3.950	3.995	0.045	1.1%	3.950
Close	4.025	4.047	0.022	0.5%	4.047
Range	0.109	0.082	-0.027	-24.8%	0.178
ATR	0.113	0.111	-0.002	-2.0%	0.000
Volume	27,682	46,908	19,226	69.5%	166,477

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.286	4.248	4.092
R3	4.204	4.166	4.070
R2	4.122	4.122	4.062
R1	4.084	4.084	4.055	4.103
PP	4.040	4.040	4.040	4.049
S1	4.002	4.002	4.039	4.021
S2	3.958	3.958	4.032
S3	3.876	3.920	4.024
S4	3.794	3.838	4.002

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.576	4.489	4.145
R3	4.398	4.311	4.096
R2	4.220	4.220	4.080
R1	4.133	4.133	4.063	4.177
PP	4.042	4.042	4.042	4.063
S1	3.955	3.955	4.031	3.999
S2	3.864	3.864	4.014
S3	3.686	3.777	3.998
S4	3.508	3.599	3.949

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%	0.108	2.7%	54%	False	False	33,295
10	4.215	3.950	0.265	6.5%	0.105	2.6%	37%	False	False	34,363
20	4.340	3.950	0.390	9.6%	0.110	2.7%	25%	False	False	47,330
40	4.697	3.950	0.747	18.5%	0.113	2.8%	13%	False	False	35,378
60	5.106	3.950	1.156	28.6%	0.113	2.8%	8%	False	False	28,794
80	5.106	3.950	1.156	28.6%	0.117	2.9%	8%	False	False	24,277
100	5.106	3.950	1.156	28.6%	0.112	2.8%	8%	False	False	21,108
120	5.106	3.950	1.156	28.6%	0.112	2.8%	8%	False	False	18,659

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.426
2.618	4.292
1.618	4.210
1.000	4.159
0.618	4.128
HIGH	4.077
0.618	4.046
0.500	4.036
0.382	4.026
LOW	3.995
0.618	3.944
1.000	3.913
1.618	3.862
2.618	3.780
4.250	3.647

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	4.043	4.041
PP	4.040	4.034
S1	4.036	4.028

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

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