NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	4.232	4.100	-0.132	-3.1%	4.268
High	4.244	4.141	-0.103	-2.4%	4.340
Low	4.062	4.053	-0.009	-0.2%	4.053
Close	4.090	4.113	0.023	0.6%	4.113
Range	0.182	0.088	-0.094	-51.6%	0.287
ATR	0.114	0.112	-0.002	-1.6%	0.000
Volume	40,963	72,336	31,373	76.6%	199,048

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.366	4.328	4.161
R3	4.278	4.240	4.137
R2	4.190	4.190	4.129
R1	4.152	4.152	4.121	4.171
PP	4.102	4.102	4.102	4.112
S1	4.064	4.064	4.105	4.083
S2	4.014	4.014	4.097
S3	3.926	3.976	4.089
S4	3.838	3.888	4.065

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.030	4.858	4.271
R3	4.743	4.571	4.192
R2	4.456	4.456	4.166
R1	4.284	4.284	4.139	4.227
PP	4.169	4.169	4.169	4.140
S1	3.997	3.997	4.087	3.940
S2	3.882	3.882	4.060
S3	3.595	3.710	4.034
S4	3.308	3.423	3.955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.340	4.053	0.287	7.0%	0.103	2.5%	21%	False	True	39,809
10	4.540	4.053	0.487	11.8%	0.098	2.4%	12%	False	True	30,245
20	4.697	4.053	0.644	15.7%	0.112	2.7%	9%	False	True	26,641
40	4.993	4.053	0.940	22.9%	0.113	2.8%	6%	False	True	21,636
60	5.106	4.053	1.053	25.6%	0.115	2.8%	6%	False	True	18,801
80	5.106	4.053	1.053	25.6%	0.114	2.8%	6%	False	True	16,683
100	5.106	4.053	1.053	25.6%	0.112	2.7%	6%	False	True	14,715
120	5.106	4.053	1.053	25.6%	0.110	2.7%	6%	False	True	12,947

Crabel Price Patterns
NR	True
NR4	True
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	0.024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.515
2.618	4.371
1.618	4.283
1.000	4.229
0.618	4.195
HIGH	4.141
0.618	4.107
0.500	4.097
0.382	4.087
LOW	4.053
0.618	3.999
1.000	3.965
1.618	3.911
2.618	3.823
4.250	3.679

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	4.108	4.172
PP	4.102	4.152
S1	4.097	4.133

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

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