NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	4.394	4.413	0.019	0.4%	4.546
High	4.474	4.459	-0.015	-0.3%	4.612
Low	4.370	4.343	-0.027	-0.6%	4.370
Close	4.399	4.386	-0.013	-0.3%	4.399
Range	0.104	0.116	0.012	11.5%	0.242
ATR	0.140	0.138	-0.002	-1.2%	0.000
Volume	78,758	73,501	-5,257	-6.7%	513,179

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.744	4.681	4.450
R3	4.628	4.565	4.418
R2	4.512	4.512	4.407
R1	4.449	4.449	4.397	4.423
PP	4.396	4.396	4.396	4.383
S1	4.333	4.333	4.375	4.307
S2	4.280	4.280	4.365
S3	4.164	4.217	4.354
S4	4.048	4.101	4.322

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.186	5.035	4.532
R3	4.944	4.793	4.466
R2	4.702	4.702	4.443
R1	4.551	4.551	4.421	4.506
PP	4.460	4.460	4.460	4.438
S1	4.309	4.309	4.377	4.264
S2	4.218	4.218	4.355
S3	3.976	4.067	4.332
S4	3.734	3.825	4.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.597	4.343	0.254	5.8%	0.135	3.1%	17%	False	True	95,533
10	4.612	4.223	0.389	8.9%	0.136	3.1%	42%	False	False	104,570
20	4.612	4.064	0.548	12.5%	0.137	3.1%	59%	False	False	99,007
40	5.000	4.064	0.936	21.3%	0.141	3.2%	34%	False	False	75,547
60	5.000	4.064	0.936	21.3%	0.139	3.2%	34%	False	False	58,720
80	5.000	4.064	0.936	21.3%	0.134	3.1%	34%	False	False	48,356
100	5.000	3.994	1.006	22.9%	0.133	3.0%	39%	False	False	40,638
120	5.000	3.994	1.006	22.9%	0.128	2.9%	39%	False	False	34,789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.952
2.618	4.763
1.618	4.647
1.000	4.575
0.618	4.531
HIGH	4.459
0.618	4.415
0.500	4.401
0.382	4.387
LOW	4.343
0.618	4.271
1.000	4.227
1.618	4.155
2.618	4.039
4.250	3.850

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	4.401	4.469
PP	4.396	4.441
S1	4.391	4.414

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

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