NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	3.979	3.983	0.004	0.1%	3.989
High	4.008	4.093	0.085	2.1%	4.137
Low	3.916	3.948	0.032	0.8%	3.959
Close	3.966	4.054	0.088	2.2%	3.998
Range	0.092	0.145	0.053	57.6%	0.178
ATR	0.119	0.121	0.002	1.5%	0.000
Volume	46,909	52,277	5,368	11.4%	179,467

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.467	4.405	4.134
R3	4.322	4.260	4.094
R2	4.177	4.177	4.081
R1	4.115	4.115	4.067	4.146
PP	4.032	4.032	4.032	4.047
S1	3.970	3.970	4.041	4.001
S2	3.887	3.887	4.027
S3	3.742	3.825	4.014
S4	3.597	3.680	3.974

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	4.137	3.916	0.221	5.5%	0.113	2.8%	62%	False	False	47,716
10	4.243	3.903	0.340	8.4%	0.135	3.3%	44%	False	False	42,482
20	4.243	3.903	0.340	8.4%	0.120	3.0%	44%	False	False	38,563
40	4.679	3.903	0.776	19.1%	0.115	2.8%	19%	False	False	39,584
60	4.697	3.903	0.794	19.6%	0.116	2.9%	19%	False	False	32,808
80	5.106	3.903	1.203	29.7%	0.118	2.9%	13%	False	False	28,495
100	5.106	3.903	1.203	29.7%	0.116	2.9%	13%	False	False	24,979
120	5.106	3.903	1.203	29.7%	0.115	2.8%	13%	False	False	22,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.709
2.618	4.473
1.618	4.328
1.000	4.238
0.618	4.183
HIGH	4.093
0.618	4.038
0.500	4.021
0.382	4.003
LOW	3.948
0.618	3.858
1.000	3.803
1.618	3.713
2.618	3.568
4.250	3.332

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	4.043	4.038
PP	4.032	4.021
S1	4.021	4.005

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

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