NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	4.305	4.472	0.167	3.9%	4.363
High	4.470	4.516	0.046	1.0%	4.395
Low	4.289	4.392	0.103	2.4%	4.229
Close	4.465	4.468	0.003	0.1%	4.350
Range	0.181	0.124	-0.057	-31.5%	0.166
ATR	0.100	0.101	0.002	1.7%	0.000
Volume	6,943	10,101	3,158	45.5%	30,354

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.831	4.773	4.536
R3	4.707	4.649	4.502
R2	4.583	4.583	4.491
R1	4.525	4.525	4.479	4.492
PP	4.459	4.459	4.459	4.442
S1	4.401	4.401	4.457	4.368
S2	4.335	4.335	4.445
S3	4.211	4.277	4.434
S4	4.087	4.153	4.400

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	4.516	4.227	0.289	6.5%	0.115	2.6%	83%	True	False	6,953
10	4.516	4.227	0.289	6.5%	0.102	2.3%	83%	True	False	7,137
20	4.558	4.227	0.331	7.4%	0.096	2.2%	73%	False	False	7,531
40	4.912	4.227	0.685	15.3%	0.093	2.1%	35%	False	False	6,053

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.043
2.618	4.841
1.618	4.717
1.000	4.640
0.618	4.593
HIGH	4.516
0.618	4.469
0.500	4.454
0.382	4.439
LOW	4.392
0.618	4.315
1.000	4.268
1.618	4.191
2.618	4.067
4.250	3.865

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	4.463	4.436
PP	4.459	4.404
S1	4.454	4.372

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

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