NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	4.790	4.611	-0.179	-3.7%	4.772
High	4.811	4.654	-0.157	-3.3%	4.983
Low	4.595	4.558	-0.037	-0.8%	4.510
Close	4.646	4.581	-0.065	-1.4%	4.757
Range	0.216	0.096	-0.120	-55.6%	0.473
ATR	0.165	0.160	-0.005	-3.0%	0.000
Volume	120,793	91,418	-29,375	-24.3%	706,512

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.886	4.829	4.634
R3	4.790	4.733	4.607
R2	4.694	4.694	4.599
R1	4.637	4.637	4.590	4.618
PP	4.598	4.598	4.598	4.588
S1	4.541	4.541	4.572	4.522
S2	4.502	4.502	4.563
S3	4.406	4.445	4.555
S4	4.310	4.349	4.528

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.169	5.936	5.017
R3	5.696	5.463	4.887
R2	5.223	5.223	4.844
R1	4.990	4.990	4.800	4.870
PP	4.750	4.750	4.750	4.690
S1	4.517	4.517	4.714	4.397
S2	4.277	4.277	4.670
S3	3.804	4.044	4.627
S4	3.331	3.571	4.497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.983	4.510	0.473	10.3%	0.202	4.4%	15%	False	False	130,740
10	4.983	4.510	0.473	10.3%	0.167	3.6%	15%	False	False	130,048
20	4.983	4.140	0.843	18.4%	0.157	3.4%	52%	False	False	108,806
40	4.983	4.140	0.843	18.4%	0.146	3.2%	52%	False	False	77,215
60	4.983	4.140	0.843	18.4%	0.139	3.0%	52%	False	False	65,668
80	4.983	3.955	1.028	22.4%	0.137	3.0%	61%	False	False	53,475
100	4.983	3.955	1.028	22.4%	0.132	2.9%	61%	False	False	44,823
120	4.983	3.955	1.028	22.4%	0.129	2.8%	61%	False	False	38,369

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.062
2.618	4.905
1.618	4.809
1.000	4.750
0.618	4.713
HIGH	4.654
0.618	4.617
0.500	4.606
0.382	4.595
LOW	4.558
0.618	4.499
1.000	4.462
1.618	4.403
2.618	4.307
4.250	4.150

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	4.606	4.685
PP	4.598	4.650
S1	4.589	4.616

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

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