NYMEX Natural Gas Future December 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	4.264	4.254	-0.010	-0.2%	4.213
High	4.308	4.268	-0.040	-0.9%	4.341
Low	4.224	4.172	-0.052	-1.2%	4.172
Close	4.265	4.196	-0.069	-1.6%	4.196
Range	0.084	0.096	0.012	14.3%	0.169
ATR	0.116	0.114	-0.001	-1.2%	0.000
Volume	42,411	26,907	-15,504	-36.6%	143,686

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.500	4.444	4.249
R3	4.404	4.348	4.222
R2	4.308	4.308	4.214
R1	4.252	4.252	4.205	4.232
PP	4.212	4.212	4.212	4.202
S1	4.156	4.156	4.187	4.136
S2	4.116	4.116	4.178
S3	4.020	4.060	4.170
S4	3.924	3.964	4.143

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.743	4.639	4.289
R3	4.574	4.470	4.242
R2	4.405	4.405	4.227
R1	4.301	4.301	4.211	4.269
PP	4.236	4.236	4.236	4.220
S1	4.132	4.132	4.181	4.100
S2	4.067	4.067	4.165
S3	3.898	3.963	4.150
S4	3.729	3.794	4.103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.385	4.172	0.213	5.1%	0.118	2.8%	11%	False	True	35,019
10	4.450	4.134	0.316	7.5%	0.124	2.9%	20%	False	False	30,036
20	4.515	4.134	0.381	9.1%	0.111	2.6%	16%	False	False	25,194
40	4.871	4.134	0.737	17.6%	0.108	2.6%	8%	False	False	21,082
60	4.985	4.134	0.851	20.3%	0.110	2.6%	7%	False	False	17,122
80	5.283	4.134	1.149	27.4%	0.112	2.7%	5%	False	False	15,103
100	5.283	4.134	1.149	27.4%	0.111	2.7%	5%	False	False	13,394
120	5.283	4.134	1.149	27.4%	0.110	2.6%	5%	False	False	12,023

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	4.676
2.618	4.519
1.618	4.423
1.000	4.364
0.618	4.327
HIGH	4.268
0.618	4.231
0.500	4.220
0.382	4.209
LOW	4.172
0.618	4.113
1.000	4.076
1.618	4.017
2.618	3.921
4.250	3.764

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	4.220	4.257
PP	4.212	4.236
S1	4.204	4.216

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

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