NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	4.611	4.535	-0.076	-1.6%	4.668
High	4.630	4.535	-0.095	-2.1%	4.710
Low	4.518	4.457	-0.061	-1.4%	4.457
Close	4.545	4.462	-0.083	-1.8%	4.462
Range	0.112	0.078	-0.034	-30.4%	0.253
ATR	0.109	0.108	-0.002	-1.4%	0.000
Volume	8,259	13,842	5,583	67.6%	44,190

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.719	4.668	4.505
R3	4.641	4.590	4.483
R2	4.563	4.563	4.476
R1	4.512	4.512	4.469	4.499
PP	4.485	4.485	4.485	4.478
S1	4.434	4.434	4.455	4.421
S2	4.407	4.407	4.448
S3	4.329	4.356	4.441
S4	4.251	4.278	4.419

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.302	5.135	4.601
R3	5.049	4.882	4.532
R2	4.796	4.796	4.508
R1	4.629	4.629	4.485	4.586
PP	4.543	4.543	4.543	4.522
S1	4.376	4.376	4.439	4.333
S2	4.290	4.290	4.416
S3	4.037	4.123	4.392
S4	3.784	3.870	4.323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.710	4.457	0.253	5.7%	0.084	1.9%	2%	False	True	8,838
10	4.871	4.457	0.414	9.3%	0.099	2.2%	1%	False	True	10,764
20	4.871	4.457	0.414	9.3%	0.106	2.4%	1%	False	True	11,578
40	5.283	4.457	0.826	18.5%	0.114	2.5%	1%	False	True	10,485
60	5.283	4.457	0.826	18.5%	0.116	2.6%	1%	False	True	9,150
80	5.283	4.457	0.826	18.5%	0.110	2.5%	1%	False	True	8,289
100	5.283	4.457	0.826	18.5%	0.110	2.5%	1%	False	True	7,564
120	5.283	4.457	0.826	18.5%	0.106	2.4%	1%	False	True	6,742

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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.867
2.618	4.739
1.618	4.661
1.000	4.613
0.618	4.583
HIGH	4.535
0.618	4.505
0.500	4.496
0.382	4.487
LOW	4.457
0.618	4.409
1.000	4.379
1.618	4.331
2.618	4.253
4.250	4.126

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	4.496	4.558
PP	4.485	4.526
S1	4.473	4.494

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

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