NYMEX Natural Gas Future May 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	4.442	4.292	-0.150	-3.4%	4.285
High	4.456	4.373	-0.083	-1.9%	4.525
Low	4.291	4.292	0.001	0.0%	4.230
Close	4.315	4.373	0.058	1.3%	4.315
Range	0.165	0.081	-0.084	-50.9%	0.295
ATR	0.098	0.097	-0.001	-1.2%	0.000
Volume	1,791	1,937	146	8.2%	8,124

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.589	4.562	4.418
R3	4.508	4.481	4.395
R2	4.427	4.427	4.388
R1	4.400	4.400	4.380	4.414
PP	4.346	4.346	4.346	4.353
S1	4.319	4.319	4.366	4.333
S2	4.265	4.265	4.358
S3	4.184	4.238	4.351
S4	4.103	4.157	4.328

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.242	5.073	4.477
R3	4.947	4.778	4.396
R2	4.652	4.652	4.369
R1	4.483	4.483	4.342	4.568
PP	4.357	4.357	4.357	4.399
S1	4.188	4.188	4.288	4.273
S2	4.062	4.062	4.261
S3	3.767	3.893	4.234
S4	3.472	3.598	4.153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.525	4.230	0.295	6.7%	0.131	3.0%	48%	False	False	1,864
10	4.525	4.230	0.295	6.7%	0.108	2.5%	48%	False	False	1,399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.717
2.618	4.585
1.618	4.504
1.000	4.454
0.618	4.423
HIGH	4.373
0.618	4.342
0.500	4.333
0.382	4.323
LOW	4.292
0.618	4.242
1.000	4.211
1.618	4.161
2.618	4.080
4.250	3.948

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	4.360	4.408
PP	4.346	4.396
S1	4.333	4.385

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

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