NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	4.283	4.320	0.037	0.9%	4.313
High	4.350	4.418	0.068	1.6%	4.411
Low	4.223	4.313	0.090	2.1%	4.064
Close	4.333	4.403	0.070	1.6%	4.205
Range	0.127	0.105	-0.022	-17.3%	0.347
ATR	0.139	0.136	-0.002	-1.7%	0.000
Volume	86,104	102,670	16,566	19.2%	390,192

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.693	4.653	4.461
R3	4.588	4.548	4.432
R2	4.483	4.483	4.422
R1	4.443	4.443	4.413	4.463
PP	4.378	4.378	4.378	4.388
S1	4.338	4.338	4.393	4.358
S2	4.273	4.273	4.384
S3	4.168	4.233	4.374
S4	4.063	4.128	4.345

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.268	5.083	4.396
R3	4.921	4.736	4.300
R2	4.574	4.574	4.269
R1	4.389	4.389	4.237	4.308
PP	4.227	4.227	4.227	4.186
S1	4.042	4.042	4.173	3.961
S2	3.880	3.880	4.141
S3	3.533	3.695	4.110
S4	3.186	3.348	4.014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.418	4.064	0.354	8.0%	0.135	3.1%	96%	True	False	101,476
10	4.422	4.064	0.358	8.1%	0.138	3.1%	95%	False	False	97,123
20	4.638	4.064	0.574	13.0%	0.131	3.0%	59%	False	False	77,307
40	5.000	4.064	0.936	21.3%	0.139	3.2%	36%	False	False	58,021
60	5.000	4.064	0.936	21.3%	0.136	3.1%	36%	False	False	46,182
80	5.000	4.064	0.936	21.3%	0.133	3.0%	36%	False	False	38,633
100	5.000	3.994	1.006	22.8%	0.131	3.0%	41%	False	False	32,478
120	5.000	3.994	1.006	22.8%	0.127	2.9%	41%	False	False	27,966

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.864
2.618	4.693
1.618	4.588
1.000	4.523
0.618	4.483
HIGH	4.418
0.618	4.378
0.500	4.366
0.382	4.353
LOW	4.313
0.618	4.248
1.000	4.208
1.618	4.143
2.618	4.038
4.250	3.867

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	4.391	4.369
PP	4.378	4.334
S1	4.366	4.300

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

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