NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	3.989	4.038	0.049	1.2%	4.043
High	4.055	4.137	0.082	2.0%	4.243
Low	3.959	4.004	0.045	1.1%	3.903
Close	4.043	4.045	0.002	0.0%	3.990
Range	0.096	0.133	0.037	38.5%	0.340
ATR	0.125	0.125	0.001	0.5%	0.000
Volume	40,069	48,221	8,152	20.3%	177,809

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.461	4.386	4.118
R3	4.328	4.253	4.082
R2	4.195	4.195	4.069
R1	4.120	4.120	4.057	4.158
PP	4.062	4.062	4.062	4.081
S1	3.987	3.987	4.033	4.025
S2	3.929	3.929	4.021
S3	3.796	3.854	4.008
S4	3.663	3.721	3.972

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.065	4.868	4.177
R3	4.725	4.528	4.084
R2	4.385	4.385	4.052
R1	4.188	4.188	4.021	4.117
PP	4.045	4.045	4.045	4.010
S1	3.848	3.848	3.959	3.777
S2	3.705	3.705	3.928
S3	3.365	3.508	3.897
S4	3.025	3.168	3.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.243	3.959	0.284	7.0%	0.157	3.9%	30%	False	False	41,365
10	4.243	3.903	0.340	8.4%	0.133	3.3%	42%	False	False	38,270
20	4.306	3.903	0.403	10.0%	0.123	3.0%	35%	False	False	42,313
40	4.697	3.903	0.794	19.6%	0.117	2.9%	18%	False	False	37,371
60	4.863	3.903	0.960	23.7%	0.116	2.9%	15%	False	False	30,609
80	5.106	3.903	1.203	29.7%	0.117	2.9%	12%	False	False	26,441
100	5.106	3.903	1.203	29.7%	0.116	2.9%	12%	False	False	23,362
120	5.106	3.903	1.203	29.7%	0.114	2.8%	12%	False	False	20,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.702
2.618	4.485
1.618	4.352
1.000	4.270
0.618	4.219
HIGH	4.137
0.618	4.086
0.500	4.071
0.382	4.055
LOW	4.004
0.618	3.922
1.000	3.871
1.618	3.789
2.618	3.656
4.250	3.439

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	4.071	4.063
PP	4.062	4.057
S1	4.054	4.051

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

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