NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	4.212	4.228	0.016	0.4%	4.301
High	4.248	4.276	0.028	0.7%	4.444
Low	4.171	4.176	0.005	0.1%	4.154
Close	4.245	4.240	-0.005	-0.1%	4.245
Range	0.077	0.100	0.023	29.9%	0.290
ATR	0.144	0.141	-0.003	-2.2%	0.000
Volume	47,230	53,097	5,867	12.4%	460,902

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.531	4.485	4.295
R3	4.431	4.385	4.268
R2	4.331	4.331	4.258
R1	4.285	4.285	4.249	4.308
PP	4.231	4.231	4.231	4.242
S1	4.185	4.185	4.231	4.208
S2	4.131	4.131	4.222
S3	4.031	4.085	4.213
S4	3.931	3.985	4.185

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.151	4.988	4.405
R3	4.861	4.698	4.325
R2	4.571	4.571	4.298
R1	4.408	4.408	4.272	4.345
PP	4.281	4.281	4.281	4.249
S1	4.118	4.118	4.218	4.055
S2	3.991	3.991	4.192
S3	3.701	3.828	4.165
S4	3.411	3.538	4.086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.444	4.154	0.290	6.8%	0.119	2.8%	30%	False	False	86,374
10	4.654	4.154	0.500	11.8%	0.119	2.8%	17%	False	False	91,450
20	4.983	4.154	0.829	19.6%	0.147	3.5%	10%	False	False	113,502
40	4.983	4.140	0.843	19.9%	0.144	3.4%	12%	False	False	90,305
60	4.983	4.140	0.843	19.9%	0.136	3.2%	12%	False	False	75,753
80	4.983	3.955	1.028	24.2%	0.137	3.2%	28%	False	False	62,404
100	4.983	3.955	1.028	24.2%	0.131	3.1%	28%	False	False	52,306
120	4.983	3.955	1.028	24.2%	0.130	3.1%	28%	False	False	45,017

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.701
2.618	4.538
1.618	4.438
1.000	4.376
0.618	4.338
HIGH	4.276
0.618	4.238
0.500	4.226
0.382	4.214
LOW	4.176
0.618	4.114
1.000	4.076
1.618	4.014
2.618	3.914
4.250	3.751

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	4.235	4.245
PP	4.231	4.243
S1	4.226	4.242

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

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