NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	4.281	4.372	0.091	2.1%	4.343
High	4.380	4.378	-0.002	0.0%	4.476
Low	4.250	4.276	0.026	0.6%	4.186
Close	4.354	4.315	-0.039	-0.9%	4.263
Range	0.130	0.102	-0.028	-21.5%	0.290
ATR	0.136	0.133	-0.002	-1.8%	0.000
Volume	85,747	89,429	3,682	4.3%	283,061

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.629	4.574	4.371
R3	4.527	4.472	4.343
R2	4.425	4.425	4.334
R1	4.370	4.370	4.324	4.347
PP	4.323	4.323	4.323	4.311
S1	4.268	4.268	4.306	4.245
S2	4.221	4.221	4.296
S3	4.119	4.166	4.287
S4	4.017	4.064	4.259

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.178	5.011	4.423
R3	4.888	4.721	4.343
R2	4.598	4.598	4.316
R1	4.431	4.431	4.290	4.370
PP	4.308	4.308	4.308	4.278
S1	4.141	4.141	4.236	4.080
S2	4.018	4.018	4.210
S3	3.728	3.851	4.183
S4	3.438	3.561	4.104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.380	4.186	0.194	4.5%	0.117	2.7%	66%	False	False	75,217
10	4.628	4.186	0.442	10.2%	0.125	2.9%	29%	False	False	61,998
20	5.000	4.186	0.814	18.9%	0.140	3.2%	16%	False	False	58,804
40	5.000	4.186	0.814	18.9%	0.141	3.3%	16%	False	False	43,086
60	5.000	4.186	0.814	18.9%	0.131	3.0%	16%	False	False	34,781
80	5.000	4.050	0.950	22.0%	0.132	3.1%	28%	False	False	28,777
100	5.000	3.994	1.006	23.3%	0.127	2.9%	32%	False	False	24,236
120	5.000	3.994	1.006	23.3%	0.124	2.9%	32%	False	False	20,936

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.812
2.618	4.645
1.618	4.543
1.000	4.480
0.618	4.441
HIGH	4.378
0.618	4.339
0.500	4.327
0.382	4.315
LOW	4.276
0.618	4.213
1.000	4.174
1.618	4.111
2.618	4.009
4.250	3.843

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	4.327	4.306
PP	4.323	4.296
S1	4.319	4.287

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

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