NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	4.340	4.318	-0.022	-0.5%	4.525
High	4.379	4.339	-0.040	-0.9%	4.586
Low	4.300	4.200	-0.100	-2.3%	4.334
Close	4.318	4.244	-0.074	-1.7%	4.370
Range	0.079	0.139	0.060	75.9%	0.252
ATR	0.130	0.131	0.001	0.5%	0.000
Volume	81,736	107,849	26,113	31.9%	284,908

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.678	4.600	4.320
R3	4.539	4.461	4.282
R2	4.400	4.400	4.269
R1	4.322	4.322	4.257	4.292
PP	4.261	4.261	4.261	4.246
S1	4.183	4.183	4.231	4.153
S2	4.122	4.122	4.219
S3	3.983	4.044	4.206
S4	3.844	3.905	4.168

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	4.445	4.200	0.245	5.8%	0.106	2.5%	18%	False	True	73,509
10	4.586	4.200	0.386	9.1%	0.128	3.0%	11%	False	True	67,283
20	4.586	4.067	0.519	12.2%	0.134	3.2%	34%	False	False	55,978
40	5.011	4.067	0.944	22.2%	0.138	3.2%	19%	False	False	48,159
60	5.011	4.067	0.944	22.2%	0.138	3.3%	19%	False	False	38,508
80	5.011	4.067	0.944	22.2%	0.131	3.1%	19%	False	False	31,988
100	5.011	4.067	0.944	22.2%	0.131	3.1%	19%	False	False	27,728
120	5.011	4.011	1.000	23.6%	0.127	3.0%	23%	False	False	24,106

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	0.042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.930
2.618	4.703
1.618	4.564
1.000	4.478
0.618	4.425
HIGH	4.339
0.618	4.286
0.500	4.270
0.382	4.253
LOW	4.200
0.618	4.114
1.000	4.061
1.618	3.975
2.618	3.836
4.250	3.609

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	4.270	4.290
PP	4.261	4.274
S1	4.253	4.259

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

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