NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	4.823	4.814	-0.009	-0.2%	4.560
High	4.854	4.873	0.019	0.4%	4.859
Low	4.764	4.767	0.003	0.1%	4.525
Close	4.822	4.847	0.025	0.5%	4.686
Range	0.090	0.106	0.016	17.8%	0.334
ATR	0.144	0.141	-0.003	-1.9%	0.000
Volume	129,184	127,011	-2,173	-1.7%	528,230

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.147	5.103	4.905
R3	5.041	4.997	4.876
R2	4.935	4.935	4.866
R1	4.891	4.891	4.857	4.913
PP	4.829	4.829	4.829	4.840
S1	4.785	4.785	4.837	4.807
S2	4.723	4.723	4.828
S3	4.617	4.679	4.818
S4	4.511	4.573	4.789

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	4.873	4.625	0.248	5.1%	0.134	2.8%	90%	True	False	132,526
10	4.873	4.232	0.641	13.2%	0.144	3.0%	96%	True	False	120,600
20	4.873	4.140	0.733	15.1%	0.138	2.8%	96%	True	False	95,090
40	4.873	4.140	0.733	15.1%	0.134	2.8%	96%	True	False	70,246
60	4.873	4.019	0.854	17.6%	0.134	2.8%	97%	True	False	57,971
80	4.873	3.955	0.918	18.9%	0.130	2.7%	97%	True	False	47,350
100	4.930	3.955	0.975	20.1%	0.127	2.6%	91%	False	False	39,852
120	4.930	3.955	0.975	20.1%	0.126	2.6%	91%	False	False	34,095

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.324
2.618	5.151
1.618	5.045
1.000	4.979
0.618	4.939
HIGH	4.873
0.618	4.833
0.500	4.820
0.382	4.807
LOW	4.767
0.618	4.701
1.000	4.661
1.618	4.595
2.618	4.489
4.250	4.317

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	4.838	4.833
PP	4.829	4.819
S1	4.820	4.806

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

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