NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	4.535	4.645	0.110	2.4%	4.402
High	4.648	4.697	0.049	1.1%	4.648
Low	4.502	4.589	0.087	1.9%	4.348
Close	4.639	4.644	0.005	0.1%	4.639
Range	0.146	0.108	-0.038	-26.0%	0.300
ATR	0.123	0.122	-0.001	-0.9%	0.000
Volume	30,753	27,499	-3,254	-10.6%	125,979

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.967	4.914	4.703
R3	4.859	4.806	4.674
R2	4.751	4.751	4.664
R1	4.698	4.698	4.654	4.671
PP	4.643	4.643	4.643	4.630
S1	4.590	4.590	4.634	4.563
S2	4.535	4.535	4.624
S3	4.427	4.482	4.614
S4	4.319	4.374	4.585

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.445	5.342	4.804
R3	5.145	5.042	4.722
R2	4.845	4.845	4.694
R1	4.742	4.742	4.667	4.794
PP	4.545	4.545	4.545	4.571
S1	4.442	4.442	4.612	4.494
S2	4.245	4.245	4.584
S3	3.945	4.142	4.557
S4	3.645	3.842	4.474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.697	4.375	0.322	6.9%	0.123	2.7%	84%	True	False	25,565
10	4.697	4.260	0.437	9.4%	0.129	2.8%	88%	True	False	26,952
20	4.697	4.260	0.437	9.4%	0.116	2.5%	88%	True	False	19,257
40	5.106	4.260	0.846	18.2%	0.120	2.6%	45%	False	False	17,407
60	5.106	4.260	0.846	18.2%	0.117	2.5%	45%	False	False	15,242
80	5.106	4.260	0.846	18.2%	0.115	2.5%	45%	False	False	13,291
100	5.106	4.243	0.863	18.6%	0.113	2.4%	46%	False	False	11,604
120	5.106	4.243	0.863	18.6%	0.107	2.3%	46%	False	False	10,196

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	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.156
2.618	4.980
1.618	4.872
1.000	4.805
0.618	4.764
HIGH	4.697
0.618	4.656
0.500	4.643
0.382	4.630
LOW	4.589
0.618	4.522
1.000	4.481
1.618	4.414
2.618	4.306
4.250	4.130

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	4.644	4.611
PP	4.643	4.578
S1	4.643	4.545

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

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