NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	4.655	4.627	-0.028	-0.6%	4.293
High	4.680	4.859	0.179	3.8%	4.563
Low	4.587	4.625	0.038	0.8%	4.232
Close	4.629	4.786	0.157	3.4%	4.518
Range	0.093	0.234	0.141	151.6%	0.331
ATR	0.141	0.148	0.007	4.7%	0.000
Volume	111,164	177,814	66,650	60.0%	454,135

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.459	5.356	4.915
R3	5.225	5.122	4.850
R2	4.991	4.991	4.829
R1	4.888	4.888	4.807	4.940
PP	4.757	4.757	4.757	4.782
S1	4.654	4.654	4.765	4.706
S2	4.523	4.523	4.743
S3	4.289	4.420	4.722
S4	4.055	4.186	4.657

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.431	5.305	4.700
R3	5.100	4.974	4.609
R2	4.769	4.769	4.579
R1	4.643	4.643	4.548	4.706
PP	4.438	4.438	4.438	4.469
S1	4.312	4.312	4.488	4.375
S2	4.107	4.107	4.457
S3	3.776	3.981	4.427
S4	3.445	3.650	4.336

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.859	4.232	0.627	13.1%	0.187	3.9%	88%	True	False	128,711
10	4.859	4.140	0.719	15.0%	0.158	3.3%	90%	True	False	102,596
20	4.859	4.140	0.719	15.0%	0.153	3.2%	90%	True	False	83,320
40	4.859	4.140	0.719	15.0%	0.134	2.8%	90%	True	False	65,192
60	4.859	4.000	0.859	17.9%	0.135	2.8%	92%	True	False	51,379
80	4.859	3.955	0.904	18.9%	0.128	2.7%	92%	True	False	42,078
100	4.930	3.955	0.975	20.4%	0.127	2.7%	85%	False	False	35,455
120	4.930	3.955	0.975	20.4%	0.126	2.6%	85%	False	False	30,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5.854
2.618	5.472
1.618	5.238
1.000	5.093
0.618	5.004
HIGH	4.859
0.618	4.770
0.500	4.742
0.382	4.714
LOW	4.625
0.618	4.480
1.000	4.391
1.618	4.246
2.618	4.012
4.250	3.631

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	4.771	4.755
PP	4.757	4.723
S1	4.742	4.692

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

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