NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	4.051	4.071	0.020	0.5%	3.989
High	4.118	4.073	-0.045	-1.1%	4.137
Low	4.020	3.977	-0.043	-1.1%	3.959
Close	4.068	3.998	-0.070	-1.7%	3.998
Range	0.098	0.096	-0.002	-2.0%	0.178
ATR	0.123	0.121	-0.002	-1.6%	0.000
Volume	52,074	39,103	-12,971	-24.9%	179,467

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.304	4.247	4.051
R3	4.208	4.151	4.024
R2	4.112	4.112	4.016
R1	4.055	4.055	4.007	4.036
PP	4.016	4.016	4.016	4.006
S1	3.959	3.959	3.989	3.940
S2	3.920	3.920	3.980
S3	3.824	3.863	3.972
S4	3.728	3.767	3.945

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.565	4.460	4.096
R3	4.387	4.282	4.047
R2	4.209	4.209	4.031
R1	4.104	4.104	4.014	4.157
PP	4.031	4.031	4.031	4.058
S1	3.926	3.926	3.982	3.979
S2	3.853	3.853	3.965
S3	3.675	3.748	3.949
S4	3.497	3.570	3.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.166	3.959	0.207	5.2%	0.125	3.1%	19%	False	False	42,541
10	4.243	3.903	0.340	8.5%	0.130	3.2%	28%	False	False	40,418
20	4.306	3.903	0.403	10.1%	0.118	2.9%	24%	False	False	38,933
40	4.697	3.903	0.794	19.9%	0.116	2.9%	12%	False	False	38,560
60	4.801	3.903	0.898	22.5%	0.116	2.9%	11%	False	False	31,573
80	5.106	3.903	1.203	30.1%	0.116	2.9%	8%	False	False	27,405
100	5.106	3.903	1.203	30.1%	0.115	2.9%	8%	False	False	24,109
120	5.106	3.903	1.203	30.1%	0.114	2.9%	8%	False	False	21,307

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	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.481
2.618	4.324
1.618	4.228
1.000	4.169
0.618	4.132
HIGH	4.073
0.618	4.036
0.500	4.025
0.382	4.014
LOW	3.977
0.618	3.918
1.000	3.881
1.618	3.822
2.618	3.726
4.250	3.569

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	4.025	4.057
PP	4.016	4.037
S1	4.007	4.018

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

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