NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	4.642	4.611	-0.031	-0.7%	4.792
High	4.691	4.638	-0.053	-1.1%	5.000
Low	4.594	4.555	-0.039	-0.8%	4.601
Close	4.613	4.611	-0.002	0.0%	4.789
Range	0.097	0.083	-0.014	-14.4%	0.399
ATR	0.150	0.145	-0.005	-3.2%	0.000
Volume	58,543	44,371	-14,172	-24.2%	295,288

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.850	4.814	4.657
R3	4.767	4.731	4.634
R2	4.684	4.684	4.626
R1	4.648	4.648	4.619	4.653
PP	4.601	4.601	4.601	4.604
S1	4.565	4.565	4.603	4.570
S2	4.518	4.518	4.596
S3	4.435	4.482	4.588
S4	4.352	4.399	4.565

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.994	5.790	5.008
R3	5.595	5.391	4.899
R2	5.196	5.196	4.862
R1	4.992	4.992	4.826	4.895
PP	4.797	4.797	4.797	4.748
S1	4.593	4.593	4.752	4.496
S2	4.398	4.398	4.716
S3	3.999	4.194	4.679
S4	3.600	3.795	4.570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.000	4.555	0.445	9.7%	0.179	3.9%	13%	False	True	61,144
10	5.000	4.555	0.445	9.7%	0.154	3.3%	13%	False	True	55,611
20	5.000	4.192	0.808	17.5%	0.143	3.1%	52%	False	False	40,227
40	5.000	4.192	0.808	17.5%	0.137	3.0%	52%	False	False	31,379
60	5.000	4.192	0.808	17.5%	0.134	2.9%	52%	False	False	26,365
80	5.000	3.994	1.006	21.8%	0.132	2.9%	61%	False	False	21,761
100	5.000	3.994	1.006	21.8%	0.126	2.7%	61%	False	False	18,490
120	5.000	3.994	1.006	21.8%	0.123	2.7%	61%	False	False	15,911

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.991
2.618	4.855
1.618	4.772
1.000	4.721
0.618	4.689
HIGH	4.638
0.618	4.606
0.500	4.597
0.382	4.587
LOW	4.555
0.618	4.504
1.000	4.472
1.618	4.421
2.618	4.338
4.250	4.202

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	4.606	4.698
PP	4.601	4.669
S1	4.597	4.640

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

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