NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	4.229	4.169	-0.060	-1.4%	4.341
High	4.253	4.223	-0.030	-0.7%	4.420
Low	4.067	4.127	0.060	1.5%	4.067
Close	4.138	4.204	0.066	1.6%	4.204
Range	0.186	0.096	-0.090	-48.4%	0.353
ATR	0.141	0.138	-0.003	-2.3%	0.000
Volume	40,081	56,035	15,954	39.8%	175,761

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.473	4.434	4.257
R3	4.377	4.338	4.230
R2	4.281	4.281	4.222
R1	4.242	4.242	4.213	4.262
PP	4.185	4.185	4.185	4.194
S1	4.146	4.146	4.195	4.166
S2	4.089	4.089	4.186
S3	3.993	4.050	4.178
S4	3.897	3.954	4.151

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.289	5.100	4.398
R3	4.936	4.747	4.301
R2	4.583	4.583	4.269
R1	4.394	4.394	4.236	4.312
PP	4.230	4.230	4.230	4.190
S1	4.041	4.041	4.172	3.959
S2	3.877	3.877	4.139
S3	3.524	3.688	4.107
S4	3.171	3.335	4.010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.420	4.067	0.353	8.4%	0.133	3.2%	39%	False	False	43,300
10	4.437	4.067	0.370	8.8%	0.126	3.0%	37%	False	False	33,740
20	4.861	4.067	0.794	18.9%	0.132	3.1%	17%	False	False	35,845
40	5.011	4.067	0.944	22.5%	0.138	3.3%	15%	False	False	31,963
60	5.011	4.067	0.944	22.5%	0.134	3.2%	15%	False	False	26,769
80	5.011	4.067	0.944	22.5%	0.132	3.1%	15%	False	False	22,820
100	5.011	4.011	1.000	23.8%	0.128	3.1%	19%	False	False	19,809
120	5.011	4.011	1.000	23.8%	0.123	2.9%	19%	False	False	17,182

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.631
2.618	4.474
1.618	4.378
1.000	4.319
0.618	4.282
HIGH	4.223
0.618	4.186
0.500	4.175
0.382	4.164
LOW	4.127
0.618	4.068
1.000	4.031
1.618	3.972
2.618	3.876
4.250	3.719

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	4.194	4.217
PP	4.185	4.213
S1	4.175	4.208

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

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