NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	4.161	4.199	0.038	0.9%	4.386
High	4.213	4.228	0.015	0.4%	4.440
Low	4.140	4.136	-0.004	-0.1%	4.151
Close	4.190	4.156	-0.034	-0.8%	4.157
Range	0.073	0.092	0.019	26.0%	0.289
ATR	0.121	0.119	-0.002	-1.7%	0.000
Volume	29,409	34,132	4,723	16.1%	137,982

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.449	4.395	4.207
R3	4.357	4.303	4.181
R2	4.265	4.265	4.173
R1	4.211	4.211	4.164	4.192
PP	4.173	4.173	4.173	4.164
S1	4.119	4.119	4.148	4.100
S2	4.081	4.081	4.139
S3	3.989	4.027	4.131
S4	3.897	3.935	4.105

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.116	4.926	4.316
R3	4.827	4.637	4.236
R2	4.538	4.538	4.210
R1	4.348	4.348	4.183	4.299
PP	4.249	4.249	4.249	4.225
S1	4.059	4.059	4.131	4.010
S2	3.960	3.960	4.104
S3	3.671	3.770	4.078
S4	3.382	3.481	3.998

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.391	4.136	0.255	6.1%	0.093	2.2%	8%	False	True	30,190
10	4.584	4.136	0.448	10.8%	0.113	2.7%	4%	False	True	31,403
20	4.600	4.110	0.490	11.8%	0.121	2.9%	9%	False	False	37,851
40	5.010	4.110	0.900	21.7%	0.130	3.1%	5%	False	False	33,171
60	5.010	4.110	0.900	21.7%	0.130	3.1%	5%	False	False	30,554
80	5.010	4.110	0.900	21.7%	0.127	3.1%	5%	False	False	28,414
100	5.010	4.110	0.900	21.7%	0.128	3.1%	5%	False	False	26,667
120	5.010	4.051	0.959	23.1%	0.125	3.0%	11%	False	False	24,759

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.619
2.618	4.469
1.618	4.377
1.000	4.320
0.618	4.285
HIGH	4.228
0.618	4.193
0.500	4.182
0.382	4.171
LOW	4.136
0.618	4.079
1.000	4.044
1.618	3.987
2.618	3.895
4.250	3.745

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	4.182	4.191
PP	4.173	4.179
S1	4.165	4.168

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

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