NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	4.525	4.525	0.000	0.0%	4.231
High	4.586	4.558	-0.028	-0.6%	4.528
Low	4.463	4.489	0.026	0.6%	4.179
Close	4.524	4.511	-0.013	-0.3%	4.520
Range	0.123	0.069	-0.054	-43.9%	0.349
ATR	0.138	0.133	-0.005	-3.6%	0.000
Volume	55,135	47,231	-7,904	-14.3%	276,367

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.726	4.688	4.549
R3	4.657	4.619	4.530
R2	4.588	4.588	4.524
R1	4.550	4.550	4.517	4.535
PP	4.519	4.519	4.519	4.512
S1	4.481	4.481	4.505	4.466
S2	4.450	4.450	4.498
S3	4.381	4.412	4.492
S4	4.312	4.343	4.473

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.456	5.337	4.712
R3	5.107	4.988	4.616
R2	4.758	4.758	4.584
R1	4.639	4.639	4.552	4.699
PP	4.409	4.409	4.409	4.439
S1	4.290	4.290	4.488	4.350
S2	4.060	4.060	4.456
S3	3.711	3.941	4.424
S4	3.362	3.592	4.328

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.586	4.240	0.346	7.7%	0.124	2.8%	78%	False	False	56,562
10	4.586	4.067	0.519	11.5%	0.133	2.9%	86%	False	False	52,773
20	4.586	4.067	0.519	11.5%	0.128	2.8%	86%	False	False	39,686
40	5.011	4.067	0.944	20.9%	0.139	3.1%	47%	False	False	39,138
60	5.011	4.067	0.944	20.9%	0.135	3.0%	47%	False	False	31,563
80	5.011	4.067	0.944	20.9%	0.132	2.9%	47%	False	False	26,648
100	5.011	4.011	1.000	22.2%	0.130	2.9%	50%	False	False	23,268
120	5.011	4.011	1.000	22.2%	0.125	2.8%	50%	False	False	20,140

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	0.033
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4.851
2.618	4.739
1.618	4.670
1.000	4.627
0.618	4.601
HIGH	4.558
0.618	4.532
0.500	4.524
0.382	4.515
LOW	4.489
0.618	4.446
1.000	4.420
1.618	4.377
2.618	4.308
4.250	4.196

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	4.524	4.498
PP	4.519	4.485
S1	4.515	4.473

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

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