NYMEX Natural Gas Future April 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Sep-2011 | 02-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 4.444 | 4.428 | -0.016 | -0.4% | 4.305 |  
                        | High | 4.500 | 4.428 | -0.072 | -1.6% | 4.500 |  
                        | Low | 4.366 | 4.260 | -0.106 | -2.4% | 4.200 |  
                        | Close | 4.440 | 4.285 | -0.155 | -3.5% | 4.285 |  
                        | Range | 0.134 | 0.168 | 0.034 | 25.4% | 0.300 |  
                        | ATR | 0.098 | 0.104 | 0.006 | 6.0% | 0.000 |  
                        | Volume | 16,644 | 12,631 | -4,013 | -24.1% | 53,557 |  | 
    
| 
        
            | Daily Pivots for day following 02-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 4.828 | 4.725 | 4.377 |  |  
                | R3 | 4.660 | 4.557 | 4.331 |  |  
                | R2 | 4.492 | 4.492 | 4.316 |  |  
                | R1 | 4.389 | 4.389 | 4.300 | 4.357 |  
                | PP | 4.324 | 4.324 | 4.324 | 4.308 |  
                | S1 | 4.221 | 4.221 | 4.270 | 4.189 |  
                | S2 | 4.156 | 4.156 | 4.254 |  |  
                | S3 | 3.988 | 4.053 | 4.239 |  |  
                | S4 | 3.820 | 3.885 | 4.193 |  |  | 
        
            | Weekly Pivots for week ending 02-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 5.228 | 5.057 | 4.450 |  |  
                | R3 | 4.928 | 4.757 | 4.368 |  |  
                | R2 | 4.628 | 4.628 | 4.340 |  |  
                | R1 | 4.457 | 4.457 | 4.313 | 4.393 |  
                | PP | 4.328 | 4.328 | 4.328 | 4.296 |  
                | S1 | 4.157 | 4.157 | 4.258 | 4.093 |  
                | S2 | 4.028 | 4.028 | 4.230 |  |  
                | S3 | 3.728 | 3.857 | 4.203 |  |  
                | S4 | 3.428 | 3.557 | 4.120 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 5.142 |  
            | 2.618 | 4.868 |  
            | 1.618 | 4.700 |  
            | 1.000 | 4.596 |  
            | 0.618 | 4.532 |  
            | HIGH | 4.428 |  
            | 0.618 | 4.364 |  
            | 0.500 | 4.344 |  
            | 0.382 | 4.324 |  
            | LOW | 4.260 |  
            | 0.618 | 4.156 |  
            | 1.000 | 4.092 |  
            | 1.618 | 3.988 |  
            | 2.618 | 3.820 |  
            | 4.250 | 3.546 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 4.344 | 4.379 |  
                                | PP | 4.324 | 4.347 |  
                                | S1 | 4.305 | 4.316 |  |