NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	4.635	4.611	-0.024	-0.5%	4.821
High	4.659	4.630	-0.029	-0.6%	4.871
Low	4.598	4.518	-0.080	-1.7%	4.644
Close	4.616	4.545	-0.071	-1.5%	4.668
Range	0.061	0.112	0.051	83.6%	0.227
ATR	0.109	0.109	0.000	0.2%	0.000
Volume	7,229	8,259	1,030	14.2%	63,455

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.900	4.835	4.607
R3	4.788	4.723	4.576
R2	4.676	4.676	4.566
R1	4.611	4.611	4.555	4.588
PP	4.564	4.564	4.564	4.553
S1	4.499	4.499	4.535	4.476
S2	4.452	4.452	4.524
S3	4.340	4.387	4.514
S4	4.228	4.275	4.483

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	4.726	4.518	0.208	4.6%	0.085	1.9%	13%	False	True	8,084
10	4.871	4.518	0.353	7.8%	0.104	2.3%	8%	False	True	11,034
20	4.871	4.476	0.395	8.7%	0.112	2.5%	17%	False	False	11,223
40	5.283	4.476	0.807	17.8%	0.115	2.5%	9%	False	False	10,310
60	5.283	4.476	0.807	17.8%	0.117	2.6%	9%	False	False	9,005
80	5.283	4.476	0.807	17.8%	0.110	2.4%	9%	False	False	8,184
100	5.283	4.476	0.807	17.8%	0.110	2.4%	9%	False	False	7,465
120	5.283	4.476	0.807	17.8%	0.106	2.3%	9%	False	False	6,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	5.106
2.618	4.923
1.618	4.811
1.000	4.742
0.618	4.699
HIGH	4.630
0.618	4.587
0.500	4.574
0.382	4.561
LOW	4.518
0.618	4.449
1.000	4.406
1.618	4.337
2.618	4.225
4.250	4.042

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	4.574	4.589
PP	4.564	4.574
S1	4.555	4.560

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

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