NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	4.771	4.656	-0.115	-2.4%	4.821
High	4.837	4.726	-0.111	-2.3%	4.871
Low	4.647	4.644	-0.003	-0.1%	4.644
Close	4.663	4.668	0.005	0.1%	4.668
Range	0.190	0.082	-0.108	-56.8%	0.227
ATR	0.120	0.117	-0.003	-2.3%	0.000
Volume	10,846	10,076	-770	-7.1%	63,455

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.925	4.879	4.713
R3	4.843	4.797	4.691
R2	4.761	4.761	4.683
R1	4.715	4.715	4.676	4.738
PP	4.679	4.679	4.679	4.691
S1	4.633	4.633	4.660	4.656
S2	4.597	4.597	4.653
S3	4.515	4.551	4.645
S4	4.433	4.469	4.623

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.409	5.265	4.793
R3	5.182	5.038	4.730
R2	4.955	4.955	4.710
R1	4.811	4.811	4.689	4.770
PP	4.728	4.728	4.728	4.707
S1	4.584	4.584	4.647	4.543
S2	4.501	4.501	4.626
S3	4.274	4.357	4.606
S4	4.047	4.130	4.543

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.871	4.644	0.227	4.9%	0.114	2.4%	11%	False	True	12,691
10	4.871	4.560	0.311	6.7%	0.116	2.5%	35%	False	False	13,190
20	4.871	4.476	0.395	8.5%	0.111	2.4%	49%	False	False	11,015
40	5.283	4.476	0.807	17.3%	0.120	2.6%	24%	False	False	10,401
60	5.283	4.476	0.807	17.3%	0.117	2.5%	24%	False	False	9,162
80	5.283	4.476	0.807	17.3%	0.111	2.4%	24%	False	False	8,081
100	5.283	4.476	0.807	17.3%	0.110	2.4%	24%	False	False	7,302
120	5.283	4.476	0.807	17.3%	0.106	2.3%	24%	False	False	6,463

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	0.029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.075
2.618	4.941
1.618	4.859
1.000	4.808
0.618	4.777
HIGH	4.726
0.618	4.695
0.500	4.685
0.382	4.675
LOW	4.644
0.618	4.593
1.000	4.562
1.618	4.511
2.618	4.429
4.250	4.296

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	4.685	4.748
PP	4.679	4.721
S1	4.674	4.695

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

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