NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	4.413	4.365	-0.048	-1.1%	4.546
High	4.459	4.391	-0.068	-1.5%	4.612
Low	4.343	4.316	-0.027	-0.6%	4.370
Close	4.386	4.370	-0.016	-0.4%	4.399
Range	0.116	0.075	-0.041	-35.3%	0.242
ATR	0.138	0.134	-0.005	-3.3%	0.000
Volume	73,501	52,937	-20,564	-28.0%	513,179

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.584	4.552	4.411
R3	4.509	4.477	4.391
R2	4.434	4.434	4.384
R1	4.402	4.402	4.377	4.418
PP	4.359	4.359	4.359	4.367
S1	4.327	4.327	4.363	4.343
S2	4.284	4.284	4.356
S3	4.209	4.252	4.349
S4	4.134	4.177	4.329

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.186	5.035	4.532
R3	4.944	4.793	4.466
R2	4.702	4.702	4.443
R1	4.551	4.551	4.421	4.506
PP	4.460	4.460	4.460	4.438
S1	4.309	4.309	4.377	4.264
S2	4.218	4.218	4.355
S3	3.976	4.067	4.332
S4	3.734	3.825	4.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.597	4.316	0.281	6.4%	0.136	3.1%	19%	False	True	90,449
10	4.612	4.252	0.360	8.2%	0.131	3.0%	33%	False	False	101,253
20	4.612	4.064	0.548	12.5%	0.136	3.1%	56%	False	False	98,342
40	5.000	4.064	0.936	21.4%	0.138	3.2%	33%	False	False	76,083
60	5.000	4.064	0.936	21.4%	0.138	3.2%	33%	False	False	59,184
80	5.000	4.064	0.936	21.4%	0.132	3.0%	33%	False	False	48,860
100	5.000	3.994	1.006	23.0%	0.133	3.0%	37%	False	False	41,098
120	5.000	3.994	1.006	23.0%	0.128	2.9%	37%	False	False	35,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.041
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.710
2.618	4.587
1.618	4.512
1.000	4.466
0.618	4.437
HIGH	4.391
0.618	4.362
0.500	4.354
0.382	4.345
LOW	4.316
0.618	4.270
1.000	4.241
1.618	4.195
2.618	4.120
4.250	3.997

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	4.365	4.395
PP	4.359	4.387
S1	4.354	4.378

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

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