NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	4.318	4.234	-0.084	-1.9%	4.367
High	4.339	4.234	-0.105	-2.4%	4.430
Low	4.200	4.138	-0.062	-1.5%	4.138
Close	4.244	4.145	-0.099	-2.3%	4.145
Range	0.139	0.096	-0.043	-30.9%	0.292
ATR	0.131	0.129	-0.002	-1.3%	0.000
Volume	107,849	75,240	-32,609	-30.2%	390,583

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.460	4.399	4.198
R3	4.364	4.303	4.171
R2	4.268	4.268	4.163
R1	4.207	4.207	4.154	4.190
PP	4.172	4.172	4.172	4.164
S1	4.111	4.111	4.136	4.094
S2	4.076	4.076	4.127
S3	3.980	4.015	4.119
S4	3.884	3.919	4.092

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.114	4.921	4.306
R3	4.822	4.629	4.225
R2	4.530	4.530	4.199
R1	4.337	4.337	4.172	4.288
PP	4.238	4.238	4.238	4.213
S1	4.045	4.045	4.118	3.996
S2	3.946	3.946	4.091
S3	3.654	3.753	4.065
S4	3.362	3.461	3.984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.430	4.138	0.292	7.0%	0.103	2.5%	2%	False	True	78,116
10	4.586	4.138	0.448	10.8%	0.120	2.9%	2%	False	True	67,549
20	4.586	4.067	0.519	12.5%	0.129	3.1%	15%	False	False	58,418
40	5.011	4.067	0.944	22.8%	0.135	3.3%	8%	False	False	49,239
60	5.011	4.067	0.944	22.8%	0.138	3.3%	8%	False	False	39,340
80	5.011	4.067	0.944	22.8%	0.131	3.2%	8%	False	False	32,790
100	5.011	4.067	0.944	22.8%	0.131	3.2%	8%	False	False	28,382
120	5.011	4.011	1.000	24.1%	0.126	3.1%	13%	False	False	24,685

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.642
2.618	4.485
1.618	4.389
1.000	4.330
0.618	4.293
HIGH	4.234
0.618	4.197
0.500	4.186
0.382	4.175
LOW	4.138
0.618	4.079
1.000	4.042
1.618	3.983
2.618	3.887
4.250	3.730

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	4.186	4.259
PP	4.172	4.221
S1	4.159	4.183

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

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