NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	4.301	4.285	-0.016	-0.4%	4.360
High	4.366	4.343	-0.023	-0.5%	4.383
Low	4.289	4.273	-0.016	-0.4%	4.233
Close	4.342	4.269	-0.073	-1.7%	4.342
Range	0.077	0.070	-0.007	-9.1%	0.150
ATR
Volume	816	739	-77	-9.4%	4,439

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.505	4.457	4.308
R3	4.435	4.387	4.288
R2	4.365	4.365	4.282
R1	4.317	4.317	4.275	4.306
PP	4.295	4.295	4.295	4.290
S1	4.247	4.247	4.263	4.236
S2	4.225	4.225	4.256
S3	4.155	4.177	4.250
S4	4.085	4.107	4.231

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.769	4.706	4.425
R3	4.619	4.556	4.383
R2	4.469	4.469	4.370
R1	4.406	4.406	4.356	4.363
PP	4.319	4.319	4.319	4.298
S1	4.256	4.256	4.328	4.213
S2	4.169	4.169	4.315
S3	4.019	4.106	4.301
S4	3.869	3.956	4.260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.383	4.233	0.150	3.5%	0.084	2.0%	24%	False	False	934
10	4.434	4.233	0.201	4.7%	0.076	1.8%	18%	False	False	970

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	0.021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.641
2.618	4.526
1.618	4.456
1.000	4.413
0.618	4.386
HIGH	4.343
0.618	4.316
0.500	4.308
0.382	4.300
LOW	4.273
0.618	4.230
1.000	4.203
1.618	4.160
2.618	4.090
4.250	3.976

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	4.308	4.300
PP	4.295	4.289
S1	4.282	4.279

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

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