NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	4.455	4.471	0.016	0.4%	4.478
High	4.487	4.551	0.064	1.4%	4.572
Low	4.375	4.449	0.074	1.7%	4.260
Close	4.473	4.540	0.067	1.5%	4.385
Range	0.112	0.102	-0.010	-8.9%	0.312
ATR	0.120	0.119	-0.001	-1.1%	0.000
Volume	25,979	18,230	-7,749	-29.8%	116,049

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.819	4.782	4.596
R3	4.717	4.680	4.568
R2	4.615	4.615	4.559
R1	4.578	4.578	4.549	4.597
PP	4.513	4.513	4.513	4.523
S1	4.476	4.476	4.531	4.495
S2	4.411	4.411	4.521
S3	4.309	4.374	4.512
S4	4.207	4.272	4.484

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	4.551	4.260	0.291	6.4%	0.124	2.7%	96%	True	False	28,405
10	4.590	4.260	0.330	7.3%	0.123	2.7%	85%	False	False	22,844
20	4.817	4.260	0.557	12.3%	0.114	2.5%	50%	False	False	16,975
40	5.106	4.260	0.846	18.6%	0.117	2.6%	33%	False	False	15,775
60	5.106	4.260	0.846	18.6%	0.115	2.5%	33%	False	False	14,097
80	5.106	4.260	0.846	18.6%	0.113	2.5%	33%	False	False	12,438
100	5.106	4.243	0.863	19.0%	0.111	2.5%	34%	False	False	10,841

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.985
2.618	4.818
1.618	4.716
1.000	4.653
0.618	4.614
HIGH	4.551
0.618	4.512
0.500	4.500
0.382	4.488
LOW	4.449
0.618	4.386
1.000	4.347
1.618	4.284
2.618	4.182
4.250	4.016

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	4.527	4.510
PP	4.513	4.480
S1	4.500	4.450

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

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