NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	4.402	4.455	0.053	1.2%	4.478
High	4.492	4.487	-0.005	-0.1%	4.572
Low	4.348	4.375	0.027	0.6%	4.260
Close	4.447	4.473	0.026	0.6%	4.385
Range	0.144	0.112	-0.032	-22.2%	0.312
ATR	0.121	0.120	-0.001	-0.5%	0.000
Volume	25,649	25,979	330	1.3%	116,049

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.781	4.739	4.535
R3	4.669	4.627	4.504
R2	4.557	4.557	4.494
R1	4.515	4.515	4.483	4.536
PP	4.445	4.445	4.445	4.456
S1	4.403	4.403	4.463	4.424
S2	4.333	4.333	4.452
S3	4.221	4.291	4.442
S4	4.109	4.179	4.411

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.342	5.175	4.557
R3	5.030	4.863	4.471
R2	4.718	4.718	4.442
R1	4.551	4.551	4.414	4.479
PP	4.406	4.406	4.406	4.369
S1	4.239	4.239	4.356	4.167
S2	4.094	4.094	4.328
S3	3.782	3.927	4.299
S4	3.470	3.615	4.213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.535	4.260	0.275	6.1%	0.129	2.9%	77%	False	False	30,976
10	4.590	4.260	0.330	7.4%	0.124	2.8%	65%	False	False	21,795
20	4.863	4.260	0.603	13.5%	0.113	2.5%	35%	False	False	17,086
40	5.106	4.260	0.846	18.9%	0.118	2.6%	25%	False	False	15,511
60	5.106	4.260	0.846	18.9%	0.115	2.6%	25%	False	False	14,023
80	5.106	4.260	0.846	18.9%	0.112	2.5%	25%	False	False	12,282
100	5.106	4.243	0.863	19.3%	0.111	2.5%	27%	False	False	10,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.963
2.618	4.780
1.618	4.668
1.000	4.599
0.618	4.556
HIGH	4.487
0.618	4.444
0.500	4.431
0.382	4.418
LOW	4.375
0.618	4.306
1.000	4.263
1.618	4.194
2.618	4.082
4.250	3.899

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	4.459	4.449
PP	4.445	4.425
S1	4.431	4.401

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

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