NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	4.511	4.469	-0.042	-0.9%	4.231
High	4.573	4.562	-0.011	-0.2%	4.528
Low	4.406	4.342	-0.064	-1.5%	4.179
Close	4.469	4.362	-0.107	-2.4%	4.520
Range	0.167	0.220	0.053	31.7%	0.349
ATR	0.135	0.141	0.006	4.5%	0.000
Volume	63,433	66,905	3,472	5.5%	276,367

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.082	4.942	4.483
R3	4.862	4.722	4.423
R2	4.642	4.642	4.402
R1	4.502	4.502	4.382	4.462
PP	4.422	4.422	4.422	4.402
S1	4.282	4.282	4.342	4.242
S2	4.202	4.202	4.322
S3	3.982	4.062	4.302
S4	3.762	3.842	4.241

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	4.342	0.244	5.6%	0.150	3.4%	8%	False	True	61,057
10	4.586	4.127	0.459	10.5%	0.138	3.2%	51%	False	False	56,510
20	4.586	4.067	0.519	11.9%	0.136	3.1%	57%	False	False	43,533
40	5.011	4.067	0.944	21.6%	0.142	3.3%	31%	False	False	41,764
60	5.011	4.067	0.944	21.6%	0.139	3.2%	31%	False	False	33,378
80	5.011	4.067	0.944	21.6%	0.133	3.1%	31%	False	False	28,053
100	5.011	4.011	1.000	22.9%	0.131	3.0%	35%	False	False	24,426
120	5.011	4.011	1.000	22.9%	0.126	2.9%	35%	False	False	21,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	5.497
2.618	5.138
1.618	4.918
1.000	4.782
0.618	4.698
HIGH	4.562
0.618	4.478
0.500	4.452
0.382	4.426
LOW	4.342
0.618	4.206
1.000	4.122
1.618	3.986
2.618	3.766
4.250	3.407

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	4.452	4.458
PP	4.422	4.426
S1	4.392	4.394

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

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