NYMEX Natural Gas Future March 2012

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	4.258	4.305	0.047	1.1%	4.363
High	4.333	4.470	0.137	3.2%	4.395
Low	4.227	4.289	0.062	1.5%	4.229
Close	4.323	4.465	0.142	3.3%	4.350
Range	0.106	0.181	0.075	70.8%	0.166
ATR	0.093	0.100	0.006	6.7%	0.000
Volume	5,820	6,943	1,123	19.3%	30,354

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.951	4.889	4.565
R3	4.770	4.708	4.515
R2	4.589	4.589	4.498
R1	4.527	4.527	4.482	4.558
PP	4.408	4.408	4.408	4.424
S1	4.346	4.346	4.448	4.377
S2	4.227	4.227	4.432
S3	4.046	4.165	4.415
S4	3.865	3.984	4.365

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.823	4.752	4.441
R3	4.657	4.586	4.396
R2	4.491	4.491	4.380
R1	4.420	4.420	4.365	4.373
PP	4.325	4.325	4.325	4.301
S1	4.254	4.254	4.335	4.207
S2	4.159	4.159	4.320
S3	3.993	4.088	4.304
S4	3.827	3.922	4.259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.470	4.227	0.243	5.4%	0.109	2.5%	98%	True	False	6,277
10	4.470	4.227	0.243	5.4%	0.102	2.3%	98%	True	False	6,827
20	4.558	4.227	0.331	7.4%	0.098	2.2%	72%	False	False	7,269
40	4.912	4.227	0.685	15.3%	0.093	2.1%	35%	False	False	5,918

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	0.024
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	5.239
2.618	4.944
1.618	4.763
1.000	4.651
0.618	4.582
HIGH	4.470
0.618	4.401
0.500	4.380
0.382	4.358
LOW	4.289
0.618	4.177
1.000	4.108
1.618	3.996
2.618	3.815
4.250	3.520

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	4.437	4.426
PP	4.408	4.387
S1	4.380	4.349

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

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