NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	4.792	4.858	0.066	1.4%	4.605
High	4.881	4.885	0.004	0.1%	4.886
Low	4.768	4.800	0.032	0.7%	4.570
Close	4.857	4.858	0.001	0.0%	4.739
Range	0.113	0.085	-0.028	-24.8%	0.316
ATR	0.141	0.137	-0.004	-2.8%	0.000
Volume	30,672	50,455	19,783	64.5%	184,295

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.103	5.065	4.905
R3	5.018	4.980	4.881
R2	4.933	4.933	4.874
R1	4.895	4.895	4.866	4.901
PP	4.848	4.848	4.848	4.850
S1	4.810	4.810	4.850	4.816
S2	4.763	4.763	4.842
S3	4.678	4.725	4.835
S4	4.593	4.640	4.811

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.680	5.525	4.913
R3	5.364	5.209	4.826
R2	5.048	5.048	4.797
R1	4.893	4.893	4.768	4.971
PP	4.732	4.732	4.732	4.770
S1	4.577	4.577	4.710	4.655
S2	4.416	4.416	4.681
S3	4.100	4.261	4.652
S4	3.784	3.945	4.565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.886	4.628	0.258	5.3%	0.125	2.6%	89%	False	False	47,048
10	4.886	4.290	0.596	12.3%	0.139	2.9%	95%	False	False	35,724
20	4.886	4.192	0.694	14.3%	0.132	2.7%	96%	False	False	29,089
40	4.886	4.192	0.694	14.3%	0.131	2.7%	96%	False	False	25,110
60	4.886	4.061	0.825	17.0%	0.131	2.7%	97%	False	False	21,205
80	4.886	3.994	0.892	18.4%	0.125	2.6%	97%	False	False	17,710
100	4.896	3.994	0.902	18.6%	0.122	2.5%	96%	False	False	15,089
120	4.896	3.994	0.902	18.6%	0.121	2.5%	96%	False	False	12,977

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.028
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.246
2.618	5.108
1.618	5.023
1.000	4.970
0.618	4.938
HIGH	4.885
0.618	4.853
0.500	4.843
0.382	4.832
LOW	4.800
0.618	4.747
1.000	4.715
1.618	4.662
2.618	4.577
4.250	4.439

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	4.853	4.839
PP	4.848	4.820
S1	4.843	4.801

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

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