NYMEX Natural Gas Future September 2011

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

Day Change Summary
	Previous	Current
	17-Jun-2011	20-Jun-2011	Change	Change %	Previous Week
Open	4.508	4.222	-0.286	-6.3%	4.844
High	4.508	4.433	-0.075	-1.7%	4.861
Low	4.381	4.260	-0.121	-2.8%	4.381
Close	4.386	4.380	-0.006	-0.1%	4.386
Range	0.127	0.173	0.046	36.2%	0.480
ATR	0.146	0.148	0.002	1.3%	0.000
Volume	27,104	26,626	-478	-1.8%	195,042

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.877	4.801	4.475
R3	4.704	4.628	4.428
R2	4.531	4.531	4.412
R1	4.455	4.455	4.396	4.493
PP	4.358	4.358	4.358	4.377
S1	4.282	4.282	4.364	4.320
S2	4.185	4.185	4.348
S3	4.012	4.109	4.332
S4	3.839	3.936	4.285

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.983	5.664	4.650
R3	5.503	5.184	4.518
R2	5.023	5.023	4.474
R1	4.704	4.704	4.430	4.624
PP	4.543	4.543	4.543	4.502
S1	4.224	4.224	4.342	4.144
S2	4.063	4.063	4.298
S3	3.583	3.744	4.254
S4	3.103	3.264	4.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.713	4.260	0.453	10.3%	0.132	3.0%	26%	False	True	32,966
10	5.011	4.260	0.751	17.1%	0.160	3.7%	16%	False	True	50,109
20	5.011	4.260	0.751	17.1%	0.150	3.4%	16%	False	True	38,590
40	5.011	4.219	0.792	18.1%	0.139	3.2%	20%	False	False	27,501
60	5.011	4.208	0.803	18.3%	0.134	3.1%	21%	False	False	22,301
80	5.011	4.011	1.000	22.8%	0.131	3.0%	37%	False	False	19,163
100	5.011	4.011	1.000	22.8%	0.124	2.8%	37%	False	False	16,231
120	5.011	4.011	1.000	22.8%	0.122	2.8%	37%	False	False	13,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.168
2.618	4.886
1.618	4.713
1.000	4.606
0.618	4.540
HIGH	4.433
0.618	4.367
0.500	4.347
0.382	4.326
LOW	4.260
0.618	4.153
1.000	4.087
1.618	3.980
2.618	3.807
4.250	3.525

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	4.369	4.456
PP	4.358	4.431
S1	4.347	4.405

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

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