NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	3.983	4.060	0.077	1.9%	3.989
High	4.093	4.175	0.082	2.0%	4.137
Low	3.948	4.031	0.083	2.1%	3.959
Close	4.054	4.117	0.063	1.6%	3.998
Range	0.145	0.144	-0.001	-0.7%	0.178
ATR	0.121	0.123	0.002	1.3%	0.000
Volume	52,277	54,139	1,862	3.6%	179,467

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.540	4.472	4.196
R3	4.396	4.328	4.157
R2	4.252	4.252	4.143
R1	4.184	4.184	4.130	4.218
PP	4.108	4.108	4.108	4.125
S1	4.040	4.040	4.104	4.074
S2	3.964	3.964	4.091
S3	3.820	3.896	4.077
S4	3.676	3.752	4.038

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	4.175	3.916	0.259	6.3%	0.115	2.8%	78%	True	False	48,900
10	4.243	3.916	0.327	7.9%	0.136	3.3%	61%	False	False	45,133
20	4.243	3.903	0.340	8.3%	0.121	2.9%	63%	False	False	39,622
40	4.679	3.903	0.776	18.8%	0.117	2.9%	28%	False	False	40,374
60	4.697	3.903	0.794	19.3%	0.117	2.8%	27%	False	False	33,503
80	5.106	3.903	1.203	29.2%	0.117	2.8%	18%	False	False	29,068
100	5.106	3.903	1.203	29.2%	0.117	2.8%	18%	False	False	25,456
120	5.106	3.903	1.203	29.2%	0.115	2.8%	18%	False	False	22,429

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 2 trading days

Fibonacci Retracements and Extensions
4.250	4.787
2.618	4.552
1.618	4.408
1.000	4.319
0.618	4.264
HIGH	4.175
0.618	4.120
0.500	4.103
0.382	4.086
LOW	4.031
0.618	3.942
1.000	3.887
1.618	3.798
2.618	3.654
4.250	3.419

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	4.112	4.093
PP	4.108	4.069
S1	4.103	4.046

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

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