NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	4.304	4.379	0.075	1.7%	4.341
High	4.400	4.393	-0.007	-0.2%	4.420
Low	4.293	4.240	-0.053	-1.2%	4.067
Close	4.387	4.358	-0.029	-0.7%	4.204
Range	0.107	0.153	0.046	43.0%	0.353
ATR	0.135	0.137	0.001	0.9%	0.000
Volume	47,563	60,298	12,735	26.8%	175,761

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.789	4.727	4.442
R3	4.636	4.574	4.400
R2	4.483	4.483	4.386
R1	4.421	4.421	4.372	4.376
PP	4.330	4.330	4.330	4.308
S1	4.268	4.268	4.344	4.223
S2	4.177	4.177	4.330
S3	4.024	4.115	4.316
S4	3.871	3.962	4.274

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	4.127	0.273	6.3%	0.127	2.9%	85%	False	False	51,963
10	4.437	4.067	0.370	8.5%	0.141	3.2%	79%	False	False	44,674
20	4.652	4.067	0.585	13.4%	0.134	3.1%	50%	False	False	34,964
40	5.011	4.067	0.944	21.7%	0.138	3.2%	31%	False	False	35,721
60	5.011	4.067	0.944	21.7%	0.135	3.1%	31%	False	False	29,093
80	5.011	4.067	0.944	21.7%	0.132	3.0%	31%	False	False	24,847
100	5.011	4.011	1.000	22.9%	0.130	3.0%	35%	False	False	21,622
120	5.011	4.011	1.000	22.9%	0.125	2.9%	35%	False	False	18,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.043
2.618	4.794
1.618	4.641
1.000	4.546
0.618	4.488
HIGH	4.393
0.618	4.335
0.500	4.317
0.382	4.298
LOW	4.240
0.618	4.145
1.000	4.087
1.618	3.992
2.618	3.839
4.250	3.590

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	4.344	4.339
PP	4.330	4.320
S1	4.317	4.302

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

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