NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	4.362	4.229	-0.133	-3.0%	4.273
High	4.367	4.253	-0.114	-2.6%	4.437
Low	4.218	4.067	-0.151	-3.6%	4.219
Close	4.222	4.138	-0.084	-2.0%	4.330
Range	0.149	0.186	0.037	24.8%	0.218
ATR	0.137	0.141	0.003	2.5%	0.000
Volume	52,889	40,081	-12,808	-24.2%	125,996

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.711	4.610	4.240
R3	4.525	4.424	4.189
R2	4.339	4.339	4.172
R1	4.238	4.238	4.155	4.196
PP	4.153	4.153	4.153	4.131
S1	4.052	4.052	4.121	4.010
S2	3.967	3.967	4.104
S3	3.781	3.866	4.087
S4	3.595	3.680	4.036

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.983	4.874	4.450
R3	4.765	4.656	4.390
R2	4.547	4.547	4.370
R1	4.438	4.438	4.350	4.493
PP	4.329	4.329	4.329	4.356
S1	4.220	4.220	4.310	4.275
S2	4.111	4.111	4.290
S3	3.893	4.002	4.270
S4	3.675	3.784	4.210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.437	4.067	0.370	8.9%	0.155	3.7%	19%	False	True	37,385
10	4.437	4.067	0.370	8.9%	0.135	3.3%	19%	False	True	30,556
20	5.011	4.067	0.944	22.8%	0.150	3.6%	8%	False	True	36,454
40	5.011	4.067	0.944	22.8%	0.139	3.4%	8%	False	True	31,017
60	5.011	4.067	0.944	22.8%	0.134	3.2%	8%	False	True	26,103
80	5.011	4.067	0.944	22.8%	0.133	3.2%	8%	False	True	22,215
100	5.011	4.011	1.000	24.2%	0.128	3.1%	13%	False	False	19,317
120	5.011	4.011	1.000	24.2%	0.124	3.0%	13%	False	False	16,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.035
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.044
2.618	4.740
1.618	4.554
1.000	4.439
0.618	4.368
HIGH	4.253
0.618	4.182
0.500	4.160
0.382	4.138
LOW	4.067
0.618	3.952
1.000	3.881
1.618	3.766
2.618	3.580
4.250	3.277

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	4.160	4.244
PP	4.153	4.208
S1	4.145	4.173

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

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