NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	4.138	4.091	-0.047	-1.1%	4.151
High	4.146	4.120	-0.026	-0.6%	4.370
Low	4.078	4.023	-0.055	-1.3%	4.120
Close	4.099	4.045	-0.054	-1.3%	4.155
Range	0.068	0.097	0.029	42.6%	0.250
ATR	0.106	0.105	-0.001	-0.6%	0.000
Volume	40,783	54,240	13,457	33.0%	153,560

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.354	4.296	4.098
R3	4.257	4.199	4.072
R2	4.160	4.160	4.063
R1	4.102	4.102	4.054	4.083
PP	4.063	4.063	4.063	4.053
S1	4.005	4.005	4.036	3.986
S2	3.966	3.966	4.027
S3	3.869	3.908	4.018
S4	3.772	3.811	3.992

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.965	4.810	4.293
R3	4.715	4.560	4.224
R2	4.465	4.465	4.201
R1	4.310	4.310	4.178	4.388
PP	4.215	4.215	4.215	4.254
S1	4.060	4.060	4.132	4.138
S2	3.965	3.965	4.109
S3	3.715	3.810	4.086
S4	3.465	3.560	4.018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.206	4.023	0.183	4.5%	0.074	1.8%	12%	False	True	35,972
10	4.370	4.023	0.347	8.6%	0.098	2.4%	6%	False	True	33,096
20	4.450	4.023	0.427	10.6%	0.112	2.8%	5%	False	True	31,039
40	4.630	4.023	0.607	15.0%	0.107	2.6%	4%	False	True	26,131
60	4.871	4.023	0.848	21.0%	0.108	2.7%	3%	False	True	21,163
80	5.283	4.023	1.260	31.1%	0.111	2.7%	2%	False	True	18,286
100	5.283	4.023	1.260	31.1%	0.112	2.8%	2%	False	True	15,916
120	5.283	4.023	1.260	31.1%	0.109	2.7%	2%	False	True	14,141

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	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.532
2.618	4.374
1.618	4.277
1.000	4.217
0.618	4.180
HIGH	4.120
0.618	4.083
0.500	4.072
0.382	4.060
LOW	4.023
0.618	3.963
1.000	3.926
1.618	3.866
2.618	3.769
4.250	3.611

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	4.072	4.114
PP	4.063	4.091
S1	4.054	4.068

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

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