NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	4.645	4.659	0.014	0.3%	4.402
High	4.697	4.671	-0.026	-0.6%	4.648
Low	4.589	4.612	0.023	0.5%	4.348
Close	4.644	4.630	-0.014	-0.3%	4.639
Range	0.108	0.059	-0.049	-45.4%	0.300
ATR	0.122	0.117	-0.004	-3.7%	0.000
Volume	27,499	22,520	-4,979	-18.1%	125,979

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.815	4.781	4.662
R3	4.756	4.722	4.646
R2	4.697	4.697	4.641
R1	4.663	4.663	4.635	4.651
PP	4.638	4.638	4.638	4.631
S1	4.604	4.604	4.625	4.592
S2	4.579	4.579	4.619
S3	4.520	4.545	4.614
S4	4.461	4.486	4.598

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	4.392	0.305	6.6%	0.113	2.4%	78%	False	False	24,874
10	4.697	4.260	0.437	9.4%	0.121	2.6%	85%	False	False	27,925
20	4.697	4.260	0.437	9.4%	0.115	2.5%	85%	False	False	19,759
40	5.106	4.260	0.846	18.3%	0.117	2.5%	44%	False	False	17,761
60	5.106	4.260	0.846	18.3%	0.116	2.5%	44%	False	False	15,510
80	5.106	4.260	0.846	18.3%	0.114	2.5%	44%	False	False	13,456
100	5.106	4.243	0.863	18.6%	0.113	2.4%	45%	False	False	11,800
120	5.106	4.243	0.863	18.6%	0.107	2.3%	45%	False	False	10,351

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	4.922
2.618	4.825
1.618	4.766
1.000	4.730
0.618	4.707
HIGH	4.671
0.618	4.648
0.500	4.642
0.382	4.635
LOW	4.612
0.618	4.576
1.000	4.553
1.618	4.517
2.618	4.458
4.250	4.361

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	4.642	4.620
PP	4.638	4.610
S1	4.634	4.600

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

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