NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	4.627	4.785	0.158	3.4%	4.560
High	4.859	4.807	-0.052	-1.1%	4.859
Low	4.625	4.685	0.060	1.3%	4.525
Close	4.786	4.686	-0.100	-2.1%	4.686
Range	0.234	0.122	-0.112	-47.9%	0.334
ATR	0.148	0.146	-0.002	-1.2%	0.000
Volume	177,814	92,787	-85,027	-47.8%	528,230

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.092	5.011	4.753
R3	4.970	4.889	4.720
R2	4.848	4.848	4.708
R1	4.767	4.767	4.697	4.747
PP	4.726	4.726	4.726	4.716
S1	4.645	4.645	4.675	4.625
S2	4.604	4.604	4.664
S3	4.482	4.523	4.652
S4	4.360	4.401	4.619

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.692	5.523	4.870
R3	5.358	5.189	4.778
R2	5.024	5.024	4.747
R1	4.855	4.855	4.717	4.940
PP	4.690	4.690	4.690	4.732
S1	4.521	4.521	4.655	4.606
S2	4.356	4.356	4.625
S3	4.022	4.187	4.594
S4	3.688	3.853	4.502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.859	4.365	0.494	10.5%	0.166	3.5%	65%	False	False	132,622
10	4.859	4.140	0.719	15.3%	0.159	3.4%	76%	False	False	107,425
20	4.859	4.140	0.719	15.3%	0.141	3.0%	76%	False	False	85,621
40	4.859	4.140	0.719	15.3%	0.135	2.9%	76%	False	False	66,688
60	4.859	4.000	0.859	18.3%	0.136	2.9%	80%	False	False	52,453
80	4.859	3.955	0.904	19.3%	0.129	2.7%	81%	False	False	43,031
100	4.930	3.955	0.975	20.8%	0.127	2.7%	75%	False	False	36,275
120	4.930	3.955	0.975	20.8%	0.126	2.7%	75%	False	False	30,890

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.326
2.618	5.126
1.618	5.004
1.000	4.929
0.618	4.882
HIGH	4.807
0.618	4.760
0.500	4.746
0.382	4.732
LOW	4.685
0.618	4.610
1.000	4.563
1.618	4.488
2.618	4.366
4.250	4.167

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	4.746	4.723
PP	4.726	4.711
S1	4.706	4.698

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

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