NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	4.199	4.161	-0.038	-0.9%	4.386
High	4.228	4.182	-0.046	-1.1%	4.440
Low	4.136	4.072	-0.064	-1.5%	4.151
Close	4.156	4.102	-0.054	-1.3%	4.157
Range	0.092	0.110	0.018	19.6%	0.289
ATR	0.119	0.118	-0.001	-0.5%	0.000
Volume	34,132	31,381	-2,751	-8.1%	137,982

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.449	4.385	4.163
R3	4.339	4.275	4.132
R2	4.229	4.229	4.122
R1	4.165	4.165	4.112	4.142
PP	4.119	4.119	4.119	4.107
S1	4.055	4.055	4.092	4.032
S2	4.009	4.009	4.082
S3	3.899	3.945	4.072
S4	3.789	3.835	4.042

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	4.349	4.072	0.277	6.8%	0.100	2.4%	11%	False	True	31,704
10	4.572	4.072	0.500	12.2%	0.108	2.6%	6%	False	True	31,137
20	4.600	4.072	0.528	12.9%	0.119	2.9%	6%	False	True	37,068
40	5.010	4.072	0.938	22.9%	0.131	3.2%	3%	False	True	32,920
60	5.010	4.072	0.938	22.9%	0.129	3.1%	3%	False	True	30,542
80	5.010	4.072	0.938	22.9%	0.128	3.1%	3%	False	True	28,418
100	5.010	4.072	0.938	22.9%	0.128	3.1%	3%	False	True	26,803
120	5.010	4.051	0.959	23.4%	0.124	3.0%	5%	False	False	24,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.650
2.618	4.470
1.618	4.360
1.000	4.292
0.618	4.250
HIGH	4.182
0.618	4.140
0.500	4.127
0.382	4.114
LOW	4.072
0.618	4.004
1.000	3.962
1.618	3.894
2.618	3.784
4.250	3.605

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	4.127	4.150
PP	4.119	4.134
S1	4.110	4.118

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

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