NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	4.656	4.668	0.012	0.3%	4.821
High	4.726	4.710	-0.016	-0.3%	4.871
Low	4.644	4.610	-0.034	-0.7%	4.644
Close	4.668	4.642	-0.026	-0.6%	4.668
Range	0.082	0.100	0.018	22.0%	0.227
ATR	0.117	0.116	-0.001	-1.1%	0.000
Volume	10,076	6,545	-3,531	-35.0%	63,455

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.954	4.898	4.697
R3	4.854	4.798	4.670
R2	4.754	4.754	4.660
R1	4.698	4.698	4.651	4.676
PP	4.654	4.654	4.654	4.643
S1	4.598	4.598	4.633	4.576
S2	4.554	4.554	4.624
S3	4.454	4.498	4.615
S4	4.354	4.398	4.587

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	4.851	4.610	0.241	5.2%	0.113	2.4%	13%	False	True	9,969
10	4.871	4.587	0.284	6.1%	0.112	2.4%	19%	False	False	12,616
20	4.871	4.476	0.395	8.5%	0.113	2.4%	42%	False	False	10,901
40	5.283	4.476	0.807	17.4%	0.117	2.5%	21%	False	False	10,439
60	5.283	4.476	0.807	17.4%	0.116	2.5%	21%	False	False	9,230
80	5.283	4.476	0.807	17.4%	0.111	2.4%	21%	False	False	8,097
100	5.283	4.476	0.807	17.4%	0.110	2.4%	21%	False	False	7,312
120	5.283	4.476	0.807	17.4%	0.106	2.3%	21%	False	False	6,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.135
2.618	4.972
1.618	4.872
1.000	4.810
0.618	4.772
HIGH	4.710
0.618	4.672
0.500	4.660
0.382	4.648
LOW	4.610
0.618	4.548
1.000	4.510
1.618	4.448
2.618	4.348
4.250	4.185

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	4.660	4.724
PP	4.654	4.696
S1	4.648	4.669

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

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