NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	4.364	4.262	-0.102	-2.3%	4.222
High	4.395	4.294	-0.101	-2.3%	4.499
Low	4.212	4.219	0.007	0.2%	4.212
Close	4.243	4.275	0.032	0.8%	4.275
Range	0.183	0.075	-0.108	-59.0%	0.287
ATR	0.146	0.141	-0.005	-3.5%	0.000
Volume	24,186	35,652	11,466	47.4%	139,867

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.488	4.456	4.316
R3	4.413	4.381	4.296
R2	4.338	4.338	4.289
R1	4.306	4.306	4.282	4.322
PP	4.263	4.263	4.263	4.271
S1	4.231	4.231	4.268	4.247
S2	4.188	4.188	4.261
S3	4.113	4.156	4.254
S4	4.038	4.081	4.234

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.190	5.019	4.433
R3	4.903	4.732	4.354
R2	4.616	4.616	4.328
R1	4.445	4.445	4.301	4.531
PP	4.329	4.329	4.329	4.371
S1	4.158	4.158	4.249	4.244
S2	4.042	4.042	4.222
S3	3.755	3.871	4.196
S4	3.468	3.584	4.117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.499	4.212	0.287	6.7%	0.132	3.1%	22%	False	False	27,973
10	4.861	4.212	0.649	15.2%	0.134	3.1%	10%	False	False	33,490
20	5.011	4.212	0.799	18.7%	0.146	3.4%	8%	False	False	41,450
40	5.011	4.212	0.799	18.7%	0.140	3.3%	8%	False	False	29,529
60	5.011	4.208	0.803	18.8%	0.132	3.1%	8%	False	False	23,596
80	5.011	4.011	1.000	23.4%	0.130	3.1%	26%	False	False	20,213
100	5.011	4.011	1.000	23.4%	0.125	2.9%	26%	False	False	17,239
120	5.011	4.011	1.000	23.4%	0.123	2.9%	26%	False	False	14,887

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	0.018
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4.613
2.618	4.490
1.618	4.415
1.000	4.369
0.618	4.340
HIGH	4.294
0.618	4.265
0.500	4.257
0.382	4.248
LOW	4.219
0.618	4.173
1.000	4.144
1.618	4.098
2.618	4.023
4.250	3.900

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	4.269	4.356
PP	4.263	4.329
S1	4.257	4.302

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

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