NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	4.026	4.172	0.146	3.6%	4.036
High	4.181	4.243	0.062	1.5%	4.128
Low	3.980	4.088	0.108	2.7%	3.950
Close	4.173	4.170	-0.003	-0.1%	4.047
Range	0.201	0.155	-0.046	-22.9%	0.178
ATR	0.118	0.121	0.003	2.2%	0.000
Volume	37,841	47,457	9,616	25.4%	166,477

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.632	4.556	4.255
R3	4.477	4.401	4.213
R2	4.322	4.322	4.198
R1	4.246	4.246	4.184	4.207
PP	4.167	4.167	4.167	4.147
S1	4.091	4.091	4.156	4.052
S2	4.012	4.012	4.142
S3	3.857	3.936	4.127
S4	3.702	3.781	4.085

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	4.243	3.903	0.340	8.2%	0.134	3.2%	79%	True	False	38,295
10	4.243	3.903	0.340	8.2%	0.119	2.9%	79%	True	False	34,986
20	4.306	3.903	0.403	9.7%	0.118	2.8%	66%	False	False	48,223
40	4.697	3.903	0.794	19.0%	0.115	2.8%	34%	False	False	36,697
60	5.106	3.903	1.203	28.8%	0.118	2.8%	22%	False	False	29,635
80	5.106	3.903	1.203	28.8%	0.116	2.8%	22%	False	False	25,397
100	5.106	3.903	1.203	28.8%	0.114	2.7%	22%	False	False	22,320
120	5.106	3.903	1.203	28.8%	0.114	2.7%	22%	False	False	19,726

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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.902
2.618	4.649
1.618	4.494
1.000	4.398
0.618	4.339
HIGH	4.243
0.618	4.184
0.500	4.166
0.382	4.147
LOW	4.088
0.618	3.992
1.000	3.933
1.618	3.837
2.618	3.682
4.250	3.429

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	4.169	4.138
PP	4.167	4.105
S1	4.166	4.073

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

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