NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	4.270	4.304	0.034	0.8%	4.341
High	4.329	4.400	0.071	1.6%	4.420
Low	4.203	4.293	0.090	2.1%	4.067
Close	4.312	4.387	0.075	1.7%	4.204
Range	0.126	0.107	-0.019	-15.1%	0.353
ATR	0.138	0.135	-0.002	-1.6%	0.000
Volume	48,449	47,563	-886	-1.8%	175,761

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.681	4.641	4.446
R3	4.574	4.534	4.416
R2	4.467	4.467	4.407
R1	4.427	4.427	4.397	4.447
PP	4.360	4.360	4.360	4.370
S1	4.320	4.320	4.377	4.340
S2	4.253	4.253	4.367
S3	4.146	4.213	4.358
S4	4.039	4.106	4.328

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	4.400	4.067	0.333	7.6%	0.133	3.0%	96%	True	False	47,920
10	4.437	4.067	0.370	8.4%	0.135	3.1%	86%	False	False	40,989
20	4.660	4.067	0.593	13.5%	0.131	3.0%	54%	False	False	33,290
40	5.011	4.067	0.944	21.5%	0.138	3.2%	34%	False	False	34,465
60	5.011	4.067	0.944	21.5%	0.135	3.1%	34%	False	False	28,298
80	5.011	4.067	0.944	21.5%	0.131	3.0%	34%	False	False	24,215
100	5.011	4.011	1.000	22.8%	0.129	2.9%	38%	False	False	21,063
120	5.011	4.011	1.000	22.8%	0.124	2.8%	38%	False	False	18,313

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.855
2.618	4.680
1.618	4.573
1.000	4.507
0.618	4.466
HIGH	4.400
0.618	4.359
0.500	4.347
0.382	4.334
LOW	4.293
0.618	4.227
1.000	4.186
1.618	4.120
2.618	4.013
4.250	3.838

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	4.374	4.355
PP	4.360	4.322
S1	4.347	4.290

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

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