NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	4.486	4.373	-0.113	-2.5%	4.540
High	4.572	4.454	-0.118	-2.6%	4.600
Low	4.358	4.355	-0.003	-0.1%	4.355
Close	4.377	4.385	0.008	0.2%	4.385
Range	0.214	0.099	-0.115	-53.7%	0.245
ATR	0.138	0.135	-0.003	-2.0%	0.000
Volume	38,300	40,174	1,874	4.9%	208,518

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.695	4.639	4.439
R3	4.596	4.540	4.412
R2	4.497	4.497	4.403
R1	4.441	4.441	4.394	4.469
PP	4.398	4.398	4.398	4.412
S1	4.342	4.342	4.376	4.370
S2	4.299	4.299	4.367
S3	4.200	4.243	4.358
S4	4.101	4.144	4.331

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.182	5.028	4.520
R3	4.937	4.783	4.452
R2	4.692	4.692	4.430
R1	4.538	4.538	4.407	4.493
PP	4.447	4.447	4.447	4.424
S1	4.293	4.293	4.363	4.248
S2	4.202	4.202	4.340
S3	3.957	4.048	4.318
S4	3.712	3.803	4.250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.600	4.355	0.245	5.6%	0.131	3.0%	12%	False	True	41,703
10	4.600	4.200	0.400	9.1%	0.134	3.1%	46%	False	False	39,093
20	4.600	4.110	0.490	11.2%	0.128	2.9%	56%	False	False	36,251
40	5.010	4.110	0.900	20.5%	0.140	3.2%	31%	False	False	34,414
60	5.010	4.110	0.900	20.5%	0.136	3.1%	31%	False	False	30,250
80	5.010	4.110	0.900	20.5%	0.130	3.0%	31%	False	False	27,721
100	5.010	4.051	0.959	21.9%	0.129	2.9%	35%	False	False	25,793
120	5.010	4.051	0.959	21.9%	0.124	2.8%	35%	False	False	23,973

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.875
2.618	4.713
1.618	4.614
1.000	4.553
0.618	4.515
HIGH	4.454
0.618	4.416
0.500	4.405
0.382	4.393
LOW	4.355
0.618	4.294
1.000	4.256
1.618	4.195
2.618	4.096
4.250	3.934

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	4.405	4.470
PP	4.398	4.441
S1	4.392	4.413

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

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