NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	4.351	4.367	0.016	0.4%	4.525
High	4.445	4.430	-0.015	-0.3%	4.586
Low	4.334	4.312	-0.022	-0.5%	4.334
Close	4.370	4.355	-0.015	-0.3%	4.370
Range	0.111	0.118	0.007	6.3%	0.252
ATR	0.139	0.138	-0.002	-1.1%	0.000
Volume	52,204	59,822	7,618	14.6%	284,908

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.720	4.655	4.420
R3	4.602	4.537	4.387
R2	4.484	4.484	4.377
R1	4.419	4.419	4.366	4.393
PP	4.366	4.366	4.366	4.352
S1	4.301	4.301	4.344	4.275
S2	4.248	4.248	4.333
S3	4.130	4.183	4.323
S4	4.012	4.065	4.290

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.186	5.030	4.509
R3	4.934	4.778	4.439
R2	4.682	4.682	4.416
R1	4.526	4.526	4.393	4.478
PP	4.430	4.430	4.430	4.406
S1	4.274	4.274	4.347	4.226
S2	4.178	4.178	4.324
S3	3.926	4.022	4.301
S4	3.674	3.770	4.231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.573	4.312	0.261	6.0%	0.137	3.1%	16%	False	True	57,919
10	4.586	4.203	0.383	8.8%	0.136	3.1%	40%	False	False	57,362
20	4.586	4.067	0.519	11.9%	0.135	3.1%	55%	False	False	46,142
40	5.011	4.067	0.944	21.7%	0.141	3.2%	31%	False	False	43,796
60	5.011	4.067	0.944	21.7%	0.138	3.2%	31%	False	False	35,067
80	5.011	4.067	0.944	21.7%	0.132	3.0%	31%	False	False	29,233
100	5.011	4.011	1.000	23.0%	0.131	3.0%	34%	False	False	25,399
120	5.011	4.011	1.000	23.0%	0.126	2.9%	34%	False	False	22,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.932
2.618	4.739
1.618	4.621
1.000	4.548
0.618	4.503
HIGH	4.430
0.618	4.385
0.500	4.371
0.382	4.357
LOW	4.312
0.618	4.239
1.000	4.194
1.618	4.121
2.618	4.003
4.250	3.811

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	4.371	4.437
PP	4.366	4.410
S1	4.360	4.382

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

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