NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	4.659	4.646	-0.013	-0.3%	4.402
High	4.671	4.679	0.008	0.2%	4.648
Low	4.612	4.533	-0.079	-1.7%	4.348
Close	4.630	4.585	-0.045	-1.0%	4.639
Range	0.059	0.146	0.087	147.5%	0.300
ATR	0.117	0.119	0.002	1.8%	0.000
Volume	22,520	13,922	-8,598	-38.2%	125,979

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.037	4.957	4.665
R3	4.891	4.811	4.625
R2	4.745	4.745	4.612
R1	4.665	4.665	4.598	4.632
PP	4.599	4.599	4.599	4.583
S1	4.519	4.519	4.572	4.486
S2	4.453	4.453	4.558
S3	4.307	4.373	4.545
S4	4.161	4.227	4.505

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	6.7%	0.121	2.6%	63%	False	False	24,012
10	4.697	4.260	0.437	9.5%	0.123	2.7%	74%	False	False	26,209
20	4.697	4.260	0.437	9.5%	0.119	2.6%	74%	False	False	19,990
40	5.106	4.260	0.846	18.5%	0.118	2.6%	38%	False	False	17,933
60	5.106	4.260	0.846	18.5%	0.117	2.6%	38%	False	False	15,562
80	5.106	4.260	0.846	18.5%	0.114	2.5%	38%	False	False	13,500
100	5.106	4.243	0.863	18.8%	0.113	2.5%	40%	False	False	11,883
120	5.106	4.243	0.863	18.8%	0.107	2.3%	40%	False	False	10,424

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.300
2.618	5.061
1.618	4.915
1.000	4.825
0.618	4.769
HIGH	4.679
0.618	4.623
0.500	4.606
0.382	4.589
LOW	4.533
0.618	4.443
1.000	4.387
1.618	4.297
2.618	4.151
4.250	3.913

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	4.606	4.615
PP	4.599	4.605
S1	4.592	4.595

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

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