NYMEX Natural Gas Future April 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Aug-2011 | 30-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 4.305 | 4.200 | -0.105 | -2.4% | 4.300 |  
                        | High | 4.316 | 4.306 | -0.010 | -0.2% | 4.356 |  
                        | Low | 4.241 | 4.200 | -0.041 | -1.0% | 4.200 |  
                        | Close | 4.241 | 4.295 | 0.054 | 1.3% | 4.317 |  
                        | Range | 0.075 | 0.106 | 0.031 | 41.3% | 0.156 |  
                        | ATR | 0.087 | 0.089 | 0.001 | 1.5% | 0.000 |  
                        | Volume | 7,048 | 9,249 | 2,201 | 31.2% | 40,360 |  | 
    
| 
        
            | Daily Pivots for day following 30-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.585 | 4.546 | 4.353 |  |  
                | R3 | 4.479 | 4.440 | 4.324 |  |  
                | R2 | 4.373 | 4.373 | 4.314 |  |  
                | R1 | 4.334 | 4.334 | 4.305 | 4.354 |  
                | PP | 4.267 | 4.267 | 4.267 | 4.277 |  
                | S1 | 4.228 | 4.228 | 4.285 | 4.248 |  
                | S2 | 4.161 | 4.161 | 4.276 |  |  
                | S3 | 4.055 | 4.122 | 4.266 |  |  
                | S4 | 3.949 | 4.016 | 4.237 |  |  | 
        
            | Weekly Pivots for week ending 26-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.759 | 4.694 | 4.403 |  |  
                | R3 | 4.603 | 4.538 | 4.360 |  |  
                | R2 | 4.447 | 4.447 | 4.346 |  |  
                | R1 | 4.382 | 4.382 | 4.331 | 4.415 |  
                | PP | 4.291 | 4.291 | 4.291 | 4.307 |  
                | S1 | 4.226 | 4.226 | 4.303 | 4.259 |  
                | S2 | 4.135 | 4.135 | 4.288 |  |  
                | S3 | 3.979 | 4.070 | 4.274 |  |  
                | S4 | 3.823 | 3.914 | 4.231 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 4.757 |  
            | 2.618 | 4.584 |  
            | 1.618 | 4.478 |  
            | 1.000 | 4.412 |  
            | 0.618 | 4.372 |  
            | HIGH | 4.306 |  
            | 0.618 | 4.266 |  
            | 0.500 | 4.253 |  
            | 0.382 | 4.240 |  
            | LOW | 4.200 |  
            | 0.618 | 4.134 |  
            | 1.000 | 4.094 |  
            | 1.618 | 4.028 |  
            | 2.618 | 3.922 |  
            | 4.250 | 3.750 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.281 | 4.287 |  
                                | PP | 4.267 | 4.280 |  
                                | S1 | 4.253 | 4.272 |  |