NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	4.458	4.418	-0.040	-0.9%	4.360
High	4.502	4.442	-0.060	-1.3%	4.558
Low	4.414	4.384	-0.030	-0.7%	4.336
Close	4.474	4.400	-0.074	-1.7%	4.495
Range	0.088	0.058	-0.030	-34.1%	0.222
ATR	0.095	0.095	0.000	-0.4%	0.000
Volume	5,763	6,622	859	14.9%	37,414

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.583	4.549	4.432
R3	4.525	4.491	4.416
R2	4.467	4.467	4.411
R1	4.433	4.433	4.405	4.421
PP	4.409	4.409	4.409	4.403
S1	4.375	4.375	4.395	4.363
S2	4.351	4.351	4.389
S3	4.293	4.317	4.384
S4	4.235	4.259	4.368

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.129	5.034	4.617
R3	4.907	4.812	4.556
R2	4.685	4.685	4.536
R1	4.590	4.590	4.515	4.638
PP	4.463	4.463	4.463	4.487
S1	4.368	4.368	4.475	4.416
S2	4.241	4.241	4.454
S3	4.019	4.146	4.434
S4	3.797	3.924	4.373

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.558	4.384	0.174	4.0%	0.085	1.9%	9%	False	True	6,732
10	4.558	4.336	0.222	5.0%	0.096	2.2%	29%	False	False	6,935
20	4.896	4.336	0.560	12.7%	0.091	2.1%	11%	False	False	5,585
40	4.912	4.336	0.576	13.1%	0.094	2.1%	11%	False	False	5,107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.028
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.689
2.618	4.594
1.618	4.536
1.000	4.500
0.618	4.478
HIGH	4.442
0.618	4.420
0.500	4.413
0.382	4.406
LOW	4.384
0.618	4.348
1.000	4.326
1.618	4.290
2.618	4.232
4.250	4.138

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	4.413	4.470
PP	4.409	4.447
S1	4.404	4.423

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

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