NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	4.534	4.534	0.000	0.0%	4.258
High	4.572	4.584	0.012	0.3%	4.544
Low	4.504	4.427	-0.077	-1.7%	4.200
Close	4.526	4.483	-0.043	-1.0%	4.535
Range	0.068	0.157	0.089	130.9%	0.344
ATR	0.130	0.132	0.002	1.5%	0.000
Volume	42,503	34,035	-8,468	-19.9%	182,421

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.969	4.883	4.569
R3	4.812	4.726	4.526
R2	4.655	4.655	4.512
R1	4.569	4.569	4.497	4.534
PP	4.498	4.498	4.498	4.480
S1	4.412	4.412	4.469	4.377
S2	4.341	4.341	4.454
S3	4.184	4.255	4.440
S4	4.027	4.098	4.397

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.458	5.341	4.724
R3	5.114	4.997	4.630
R2	4.770	4.770	4.598
R1	4.653	4.653	4.567	4.712
PP	4.426	4.426	4.426	4.456
S1	4.309	4.309	4.503	4.368
S2	4.082	4.082	4.472
S3	3.738	3.965	4.440
S4	3.394	3.621	4.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.600	4.263	0.337	7.5%	0.131	2.9%	65%	False	False	41,793
10	4.600	4.110	0.490	10.9%	0.130	2.9%	76%	False	False	42,998
20	4.600	4.110	0.490	10.9%	0.128	2.8%	76%	False	False	34,387
40	5.010	4.110	0.900	20.1%	0.136	3.0%	41%	False	False	33,305
60	5.010	4.110	0.900	20.1%	0.134	3.0%	41%	False	False	29,390
80	5.010	4.110	0.900	20.1%	0.130	2.9%	41%	False	False	27,325
100	5.010	4.051	0.959	21.4%	0.129	2.9%	45%	False	False	25,339
120	5.010	4.051	0.959	21.4%	0.124	2.8%	45%	False	False	23,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.251
2.618	4.995
1.618	4.838
1.000	4.741
0.618	4.681
HIGH	4.584
0.618	4.524
0.500	4.506
0.382	4.487
LOW	4.427
0.618	4.330
1.000	4.270
1.618	4.173
2.618	4.016
4.250	3.760

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	4.506	4.514
PP	4.498	4.503
S1	4.491	4.493

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

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