NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	4.365	4.377	0.012	0.3%	4.546
High	4.391	4.412	0.021	0.5%	4.612
Low	4.316	4.340	0.024	0.6%	4.370
Close	4.370	4.370	0.000	0.0%	4.399
Range	0.075	0.072	-0.003	-4.0%	0.242
ATR	0.134	0.129	-0.004	-3.3%	0.000
Volume	52,937	11,327	-41,610	-78.6%	513,179

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.590	4.552	4.410
R3	4.518	4.480	4.390
R2	4.446	4.446	4.383
R1	4.408	4.408	4.377	4.391
PP	4.374	4.374	4.374	4.366
S1	4.336	4.336	4.363	4.319
S2	4.302	4.302	4.357
S3	4.230	4.264	4.350
S4	4.158	4.192	4.330

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	4.594	4.316	0.278	6.4%	0.118	2.7%	19%	False	False	68,658
10	4.612	4.252	0.360	8.2%	0.128	2.9%	33%	False	False	92,119
20	4.612	4.064	0.548	12.5%	0.133	3.0%	56%	False	False	94,621
40	5.000	4.064	0.936	21.4%	0.136	3.1%	33%	False	False	75,612
60	5.000	4.064	0.936	21.4%	0.137	3.1%	33%	False	False	59,112
80	5.000	4.064	0.936	21.4%	0.132	3.0%	33%	False	False	48,815
100	5.000	3.999	1.001	22.9%	0.133	3.0%	37%	False	False	41,108
120	5.000	3.994	1.006	23.0%	0.128	2.9%	37%	False	False	35,260

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.718
2.618	4.600
1.618	4.528
1.000	4.484
0.618	4.456
HIGH	4.412
0.618	4.384
0.500	4.376
0.382	4.368
LOW	4.340
0.618	4.296
1.000	4.268
1.618	4.224
2.618	4.152
4.250	4.034

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	4.376	4.388
PP	4.374	4.382
S1	4.372	4.376

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

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