NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	4.451	4.312	-0.139	-3.1%	4.342
High	4.455	4.370	-0.085	-1.9%	4.516
Low	4.286	4.279	-0.007	-0.2%	4.227
Close	4.307	4.359	0.052	1.2%	4.307
Range	0.169	0.091	-0.078	-46.2%	0.289
ATR	0.107	0.106	-0.001	-1.1%	0.000
Volume	12,015	11,337	-678	-5.6%	40,801

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.609	4.575	4.409
R3	4.518	4.484	4.384
R2	4.427	4.427	4.376
R1	4.393	4.393	4.367	4.410
PP	4.336	4.336	4.336	4.345
S1	4.302	4.302	4.351	4.319
S2	4.245	4.245	4.342
S3	4.154	4.211	4.334
S4	4.063	4.120	4.309

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.217	5.051	4.466
R3	4.928	4.762	4.386
R2	4.639	4.639	4.360
R1	4.473	4.473	4.333	4.412
PP	4.350	4.350	4.350	4.319
S1	4.184	4.184	4.281	4.123
S2	4.061	4.061	4.254
S3	3.772	3.895	4.228
S4	3.483	3.606	4.148

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	6.6%	0.134	3.1%	46%	False	False	9,243
10	4.516	4.227	0.289	6.6%	0.114	2.6%	46%	False	False	7,746
20	4.558	4.227	0.331	7.6%	0.100	2.3%	40%	False	False	7,740
40	4.912	4.227	0.685	15.7%	0.096	2.2%	19%	False	False	6,390

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.757
2.618	4.608
1.618	4.517
1.000	4.461
0.618	4.426
HIGH	4.370
0.618	4.335
0.500	4.325
0.382	4.314
LOW	4.279
0.618	4.223
1.000	4.188
1.618	4.132
2.618	4.041
4.250	3.892

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	4.348	4.398
PP	4.336	4.385
S1	4.325	4.372

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

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