NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	4.367	4.346	-0.021	-0.5%	4.525
High	4.430	4.359	-0.071	-1.6%	4.586
Low	4.312	4.277	-0.035	-0.8%	4.334
Close	4.355	4.331	-0.024	-0.6%	4.370
Range	0.118	0.082	-0.036	-30.5%	0.252
ATR	0.138	0.134	-0.004	-2.9%	0.000
Volume	59,822	65,936	6,114	10.2%	284,908

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.568	4.532	4.376
R3	4.486	4.450	4.354
R2	4.404	4.404	4.346
R1	4.368	4.368	4.339	4.345
PP	4.322	4.322	4.322	4.311
S1	4.286	4.286	4.323	4.263
S2	4.240	4.240	4.316
S3	4.158	4.204	4.308
S4	4.076	4.122	4.286

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	4.277	0.296	6.8%	0.140	3.2%	18%	False	True	61,660
10	4.586	4.240	0.346	8.0%	0.132	3.0%	26%	False	False	59,111
20	4.586	4.067	0.519	12.0%	0.135	3.1%	51%	False	False	48,417
40	5.011	4.067	0.944	21.8%	0.138	3.2%	28%	False	False	44,863
60	5.011	4.067	0.944	21.8%	0.137	3.2%	28%	False	False	35,902
80	5.011	4.067	0.944	21.8%	0.131	3.0%	28%	False	False	29,946
100	5.011	4.011	1.000	23.1%	0.131	3.0%	32%	False	False	25,984
120	5.011	4.011	1.000	23.1%	0.127	2.9%	32%	False	False	22,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.038
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.708
2.618	4.574
1.618	4.492
1.000	4.441
0.618	4.410
HIGH	4.359
0.618	4.328
0.500	4.318
0.382	4.308
LOW	4.277
0.618	4.226
1.000	4.195
1.618	4.144
2.618	4.062
4.250	3.929

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	4.327	4.361
PP	4.322	4.351
S1	4.318	4.341

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

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