NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	4.626	4.635	0.009	0.2%	4.821
High	4.640	4.659	0.019	0.4%	4.871
Low	4.571	4.598	0.027	0.6%	4.644
Close	4.624	4.616	-0.008	-0.2%	4.668
Range	0.069	0.061	-0.008	-11.6%	0.227
ATR	0.113	0.109	-0.004	-3.3%	0.000
Volume	8,315	7,229	-1,086	-13.1%	63,455

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.807	4.773	4.650
R3	4.746	4.712	4.633
R2	4.685	4.685	4.627
R1	4.651	4.651	4.622	4.638
PP	4.624	4.624	4.624	4.618
S1	4.590	4.590	4.610	4.577
S2	4.563	4.563	4.605
S3	4.502	4.529	4.599
S4	4.441	4.468	4.582

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	4.837	4.571	0.266	5.8%	0.100	2.2%	17%	False	False	8,602
10	4.871	4.571	0.300	6.5%	0.106	2.3%	15%	False	False	11,725
20	4.871	4.476	0.395	8.6%	0.111	2.4%	35%	False	False	11,227
40	5.283	4.476	0.807	17.5%	0.114	2.5%	17%	False	False	10,441
60	5.283	4.476	0.807	17.5%	0.115	2.5%	17%	False	False	9,107
80	5.283	4.476	0.807	17.5%	0.110	2.4%	17%	False	False	8,146
100	5.283	4.476	0.807	17.5%	0.110	2.4%	17%	False	False	7,411
120	5.283	4.476	0.807	17.5%	0.106	2.3%	17%	False	False	6,601

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.918
2.618	4.819
1.618	4.758
1.000	4.720
0.618	4.697
HIGH	4.659
0.618	4.636
0.500	4.629
0.382	4.621
LOW	4.598
0.618	4.560
1.000	4.537
1.618	4.499
2.618	4.438
4.250	4.339

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	4.629	4.641
PP	4.624	4.632
S1	4.620	4.624

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

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