NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	4.313	4.355	0.042	1.0%	4.263
High	4.411	4.361	-0.050	-1.1%	4.422
Low	4.251	4.213	-0.038	-0.9%	4.194
Close	4.363	4.217	-0.146	-3.3%	4.311
Range	0.160	0.148	-0.012	-7.5%	0.228
ATR	0.137	0.138	0.001	0.7%	0.000
Volume	71,500	105,052	33,552	46.9%	439,287

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.708	4.610	4.298
R3	4.560	4.462	4.258
R2	4.412	4.412	4.244
R1	4.314	4.314	4.231	4.289
PP	4.264	4.264	4.264	4.251
S1	4.166	4.166	4.203	4.141
S2	4.116	4.116	4.190
S3	3.968	4.018	4.176
S4	3.820	3.870	4.136

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.993	4.880	4.436
R3	4.765	4.652	4.374
R2	4.537	4.537	4.353
R1	4.424	4.424	4.332	4.481
PP	4.309	4.309	4.309	4.337
S1	4.196	4.196	4.290	4.253
S2	4.081	4.081	4.269
S3	3.853	3.968	4.248
S4	3.625	3.740	4.186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.422	4.213	0.209	5.0%	0.141	3.4%	2%	False	True	92,770
10	4.476	4.186	0.290	6.9%	0.133	3.2%	11%	False	False	80,873
20	5.000	4.186	0.814	19.3%	0.143	3.4%	4%	False	False	68,033
40	5.000	4.186	0.814	19.3%	0.137	3.3%	4%	False	False	48,561
60	5.000	4.186	0.814	19.3%	0.135	3.2%	4%	False	False	39,417
80	5.000	4.061	0.939	22.3%	0.134	3.2%	17%	False	False	32,912
100	5.000	3.994	1.006	23.9%	0.128	3.0%	22%	False	False	27,774
120	5.000	3.994	1.006	23.9%	0.125	3.0%	22%	False	False	23,913

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.990
2.618	4.748
1.618	4.600
1.000	4.509
0.618	4.452
HIGH	4.361
0.618	4.304
0.500	4.287
0.382	4.270
LOW	4.213
0.618	4.122
1.000	4.065
1.618	3.974
2.618	3.826
4.250	3.584

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	4.287	4.312
PP	4.264	4.280
S1	4.240	4.249

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

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