NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	4.543	4.535	-0.008	-0.2%	4.231
High	4.579	4.597	0.018	0.4%	4.555
Low	4.511	4.433	-0.078	-1.7%	4.182
Close	4.533	4.500	-0.033	-0.7%	4.505
Range	0.068	0.164	0.096	141.2%	0.373
ATR	0.135	0.137	0.002	1.6%	0.000
Volume	78,355	120,281	41,926	53.5%	563,992

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.002	4.915	4.590
R3	4.838	4.751	4.545
R2	4.674	4.674	4.530
R1	4.587	4.587	4.515	4.549
PP	4.510	4.510	4.510	4.491
S1	4.423	4.423	4.485	4.385
S2	4.346	4.346	4.470
S3	4.182	4.259	4.455
S4	4.018	4.095	4.410

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	8.0%	0.138	3.1%	69%	False	False	115,580
10	4.612	4.064	0.548	12.2%	0.137	3.0%	80%	False	False	108,528
20	4.612	4.064	0.548	12.2%	0.135	3.0%	80%	False	False	94,701
40	5.000	4.064	0.936	20.8%	0.140	3.1%	47%	False	False	70,079
60	5.000	4.064	0.936	20.8%	0.138	3.1%	47%	False	False	54,639
80	5.000	4.064	0.936	20.8%	0.134	3.0%	47%	False	False	45,240
100	5.000	3.994	1.006	22.4%	0.132	2.9%	50%	False	False	38,052
120	5.000	3.994	1.006	22.4%	0.127	2.8%	50%	False	False	32,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.294
2.618	5.026
1.618	4.862
1.000	4.761
0.618	4.698
HIGH	4.597
0.618	4.534
0.500	4.515
0.382	4.496
LOW	4.433
0.618	4.332
1.000	4.269
1.618	4.168
2.618	4.004
4.250	3.736

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	4.515	4.523
PP	4.510	4.515
S1	4.505	4.508

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

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