NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	4.349	4.371	0.022	0.5%	4.285
High	4.436	4.397	-0.039	-0.9%	4.525
Low	4.333	4.346	0.013	0.3%	4.230
Close	4.355	4.365	0.010	0.2%	4.315
Range	0.103	0.051	-0.052	-50.5%	0.295
ATR	0.097	0.094	-0.003	-3.4%	0.000
Volume	2,360	1,851	-509	-21.6%	8,124

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.522	4.495	4.393
R3	4.471	4.444	4.379
R2	4.420	4.420	4.374
R1	4.393	4.393	4.370	4.381
PP	4.369	4.369	4.369	4.364
S1	4.342	4.342	4.360	4.330
S2	4.318	4.318	4.356
S3	4.267	4.291	4.351
S4	4.216	4.240	4.337

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	4.291	0.234	5.4%	0.105	2.4%	32%	False	False	1,968
10	4.525	4.230	0.295	6.8%	0.104	2.4%	46%	False	False	1,598

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.614
2.618	4.531
1.618	4.480
1.000	4.448
0.618	4.429
HIGH	4.397
0.618	4.378
0.500	4.372
0.382	4.365
LOW	4.346
0.618	4.314
1.000	4.295
1.618	4.263
2.618	4.212
4.250	4.129

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	4.372	4.365
PP	4.369	4.364
S1	4.367	4.364

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

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