NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	4.366	4.369	0.003	0.1%	4.360
High	4.421	4.425	0.004	0.1%	4.558
Low	4.359	4.300	-0.059	-1.4%	4.336
Close	4.389	4.349	-0.040	-0.9%	4.495
Range	0.062	0.125	0.063	101.6%	0.222
ATR	0.092	0.095	0.002	2.5%	0.000
Volume	12,377	7,008	-5,369	-43.4%	37,414

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.733	4.666	4.418
R3	4.608	4.541	4.383
R2	4.483	4.483	4.372
R1	4.416	4.416	4.360	4.387
PP	4.358	4.358	4.358	4.344
S1	4.291	4.291	4.338	4.262
S2	4.233	4.233	4.326
S3	4.108	4.166	4.315
S4	3.983	4.041	4.280

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	4.556	4.300	0.256	5.9%	0.079	1.8%	19%	False	True	8,172
10	4.558	4.300	0.258	5.9%	0.091	2.1%	19%	False	True	7,925
20	4.780	4.300	0.480	11.0%	0.086	2.0%	10%	False	True	6,135
40	4.912	4.300	0.612	14.1%	0.094	2.2%	8%	False	True	5,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.956
2.618	4.752
1.618	4.627
1.000	4.550
0.618	4.502
HIGH	4.425
0.618	4.377
0.500	4.363
0.382	4.348
LOW	4.300
0.618	4.223
1.000	4.175
1.618	4.098
2.618	3.973
4.250	3.769

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	4.363	4.371
PP	4.358	4.364
S1	4.354	4.356

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

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