NYMEX Natural Gas Future November 2011

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

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	4.454	4.462	0.008	0.2%	4.547
High	4.473	4.552	0.079	1.8%	4.662
Low	4.393	4.442	0.049	1.1%	4.398
Close	4.461	4.535	0.074	1.7%	4.454
Range	0.080	0.110	0.030	37.5%	0.264
ATR	0.114	0.114	0.000	-0.3%	0.000
Volume	9,623	7,741	-1,882	-19.6%	55,728

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.840	4.797	4.596
R3	4.730	4.687	4.565
R2	4.620	4.620	4.555
R1	4.577	4.577	4.545	4.599
PP	4.510	4.510	4.510	4.520
S1	4.467	4.467	4.525	4.489
S2	4.400	4.400	4.515
S3	4.290	4.357	4.505
S4	4.180	4.247	4.475

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.297	5.139	4.599
R3	5.033	4.875	4.527
R2	4.769	4.769	4.502
R1	4.611	4.611	4.478	4.558
PP	4.505	4.505	4.505	4.478
S1	4.347	4.347	4.430	4.294
S2	4.241	4.241	4.406
S3	3.977	4.083	4.381
S4	3.713	3.819	4.309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.662	4.393	0.269	5.9%	0.109	2.4%	53%	False	False	10,259
10	4.817	4.393	0.424	9.3%	0.105	2.3%	33%	False	False	11,107
20	5.106	4.393	0.713	15.7%	0.112	2.5%	20%	False	False	16,104
40	5.106	4.393	0.713	15.7%	0.117	2.6%	20%	False	False	13,151
60	5.106	4.393	0.713	15.7%	0.110	2.4%	20%	False	False	11,479
80	5.106	4.244	0.862	19.0%	0.111	2.5%	34%	False	False	10,103
100	5.106	4.243	0.863	19.0%	0.106	2.3%	34%	False	False	8,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.020
2.618	4.840
1.618	4.730
1.000	4.662
0.618	4.620
HIGH	4.552
0.618	4.510
0.500	4.497
0.382	4.484
LOW	4.442
0.618	4.374
1.000	4.332
1.618	4.264
2.618	4.154
4.250	3.975

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	4.522	4.514
PP	4.510	4.493
S1	4.497	4.473

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

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