NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	4.546	4.543	-0.003	-0.1%	4.231
High	4.612	4.579	-0.033	-0.7%	4.555
Low	4.482	4.511	0.029	0.6%	4.182
Close	4.546	4.533	-0.013	-0.3%	4.505
Range	0.130	0.068	-0.062	-47.7%	0.373
ATR	0.140	0.135	-0.005	-3.7%	0.000
Volume	109,015	78,355	-30,660	-28.1%	563,992

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.745	4.707	4.570
R3	4.677	4.639	4.552
R2	4.609	4.609	4.545
R1	4.571	4.571	4.539	4.556
PP	4.541	4.541	4.541	4.534
S1	4.503	4.503	4.527	4.488
S2	4.473	4.473	4.521
S3	4.405	4.435	4.514
S4	4.337	4.367	4.496

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.533	5.392	4.710
R3	5.160	5.019	4.608
R2	4.787	4.787	4.573
R1	4.646	4.646	4.539	4.717
PP	4.414	4.414	4.414	4.449
S1	4.273	4.273	4.471	4.344
S2	4.041	4.041	4.437
S3	3.668	3.900	4.402
S4	3.295	3.527	4.300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.612	4.252	0.360	7.9%	0.126	2.8%	78%	False	False	112,058
10	4.612	4.064	0.548	12.1%	0.135	3.0%	86%	False	False	107,005
20	4.612	4.064	0.548	12.1%	0.132	2.9%	86%	False	False	91,020
40	5.000	4.064	0.936	20.6%	0.140	3.1%	50%	False	False	67,473
60	5.000	4.064	0.936	20.6%	0.136	3.0%	50%	False	False	52,911
80	5.000	4.064	0.936	20.6%	0.134	3.0%	50%	False	False	43,872
100	5.000	3.994	1.006	22.2%	0.132	2.9%	54%	False	False	36,901
120	5.000	3.994	1.006	22.2%	0.127	2.8%	54%	False	False	31,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4.868
2.618	4.757
1.618	4.689
1.000	4.647
0.618	4.621
HIGH	4.579
0.618	4.553
0.500	4.545
0.382	4.537
LOW	4.511
0.618	4.469
1.000	4.443
1.618	4.401
2.618	4.333
4.250	4.222

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	4.545	4.521
PP	4.541	4.509
S1	4.537	4.498

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

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