NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	4.193	4.263	0.070	1.7%	4.272
High	4.252	4.397	0.145	3.4%	4.336
Low	4.134	4.196	0.062	1.5%	4.151
Close	4.243	4.386	0.143	3.4%	4.273
Range	0.118	0.201	0.083	70.3%	0.185
ATR	0.105	0.112	0.007	6.6%	0.000
Volume	17,789	30,137	12,348	69.4%	99,656

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.929	4.859	4.497
R3	4.728	4.658	4.441
R2	4.527	4.527	4.423
R1	4.457	4.457	4.404	4.492
PP	4.326	4.326	4.326	4.344
S1	4.256	4.256	4.368	4.291
S2	4.125	4.125	4.349
S3	3.924	4.055	4.331
S4	3.723	3.854	4.275

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.808	4.726	4.375
R3	4.623	4.541	4.324
R2	4.438	4.438	4.307
R1	4.356	4.356	4.290	4.397
PP	4.253	4.253	4.253	4.274
S1	4.171	4.171	4.256	4.212
S2	4.068	4.068	4.239
S3	3.883	3.986	4.222
S4	3.698	3.801	4.171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.397	4.134	0.263	6.0%	0.122	2.8%	96%	True	False	22,909
10	4.397	4.134	0.263	6.0%	0.113	2.6%	96%	True	False	20,911
20	4.516	4.134	0.382	8.7%	0.112	2.6%	66%	False	False	23,403
40	4.871	4.134	0.737	16.8%	0.107	2.4%	34%	False	False	18,010
60	5.283	4.134	1.149	26.2%	0.113	2.6%	22%	False	False	14,851
80	5.283	4.134	1.149	26.2%	0.111	2.5%	22%	False	False	13,014
100	5.283	4.134	1.149	26.2%	0.110	2.5%	22%	False	False	11,635
120	5.283	4.134	1.149	26.2%	0.110	2.5%	22%	False	False	10,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	5.251
2.618	4.923
1.618	4.722
1.000	4.598
0.618	4.521
HIGH	4.397
0.618	4.320
0.500	4.297
0.382	4.273
LOW	4.196
0.618	4.072
1.000	3.995
1.618	3.871
2.618	3.670
4.250	3.342

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	4.356	4.346
PP	4.326	4.306
S1	4.297	4.266

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

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