NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	4.547	4.478	-0.069	-1.5%	4.454
High	4.553	4.572	0.019	0.4%	4.590
Low	4.485	4.433	-0.052	-1.2%	4.393
Close	4.501	4.541	0.040	0.9%	4.501
Range	0.068	0.139	0.071	104.4%	0.197
ATR	0.114	0.116	0.002	1.6%	0.000
Volume	18,706	12,795	-5,911	-31.6%	59,902

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.932	4.876	4.617
R3	4.793	4.737	4.579
R2	4.654	4.654	4.566
R1	4.598	4.598	4.554	4.626
PP	4.515	4.515	4.515	4.530
S1	4.459	4.459	4.528	4.487
S2	4.376	4.376	4.516
S3	4.237	4.320	4.503
S4	4.098	4.181	4.465

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.086	4.990	4.609
R3	4.889	4.793	4.555
R2	4.692	4.692	4.537
R1	4.596	4.596	4.519	4.644
PP	4.495	4.495	4.495	4.519
S1	4.399	4.399	4.483	4.447
S2	4.298	4.298	4.465
S3	4.101	4.202	4.447
S4	3.904	4.005	4.393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.590	4.399	0.191	4.2%	0.118	2.6%	74%	False	False	12,614
10	4.662	4.393	0.269	5.9%	0.109	2.4%	55%	False	False	11,594
20	5.106	4.393	0.713	15.7%	0.115	2.5%	21%	False	False	14,426
40	5.106	4.393	0.713	15.7%	0.114	2.5%	21%	False	False	13,210
60	5.106	4.393	0.713	15.7%	0.112	2.5%	21%	False	False	11,951
80	5.106	4.329	0.777	17.1%	0.112	2.5%	27%	False	False	10,575
100	5.106	4.243	0.863	19.0%	0.108	2.4%	35%	False	False	9,290

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.163
2.618	4.936
1.618	4.797
1.000	4.711
0.618	4.658
HIGH	4.572
0.618	4.519
0.500	4.503
0.382	4.486
LOW	4.433
0.618	4.347
1.000	4.294
1.618	4.208
2.618	4.069
4.250	3.842

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	4.528	4.526
PP	4.515	4.510
S1	4.503	4.495

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

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