NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	4.466	4.505	0.039	0.9%	4.668
High	4.517	4.537	0.020	0.4%	4.710
Low	4.461	4.457	-0.004	-0.1%	4.457
Close	4.505	4.478	-0.027	-0.6%	4.462
Range	0.056	0.080	0.024	42.9%	0.253
ATR	0.104	0.102	-0.002	-1.7%	0.000
Volume	13,737	16,278	2,541	18.5%	44,190

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.731	4.684	4.522
R3	4.651	4.604	4.500
R2	4.571	4.571	4.493
R1	4.524	4.524	4.485	4.508
PP	4.491	4.491	4.491	4.482
S1	4.444	4.444	4.471	4.428
S2	4.411	4.411	4.463
S3	4.331	4.364	4.456
S4	4.251	4.284	4.434

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	4.659	4.457	0.202	4.5%	0.077	1.7%	10%	False	True	11,869
10	4.851	4.457	0.394	8.8%	0.097	2.2%	5%	False	True	10,464
20	4.871	4.457	0.414	9.2%	0.104	2.3%	5%	False	True	12,138
40	5.283	4.457	0.826	18.4%	0.112	2.5%	3%	False	True	10,463
60	5.283	4.457	0.826	18.4%	0.112	2.5%	3%	False	True	9,348
80	5.283	4.457	0.826	18.4%	0.109	2.4%	3%	False	True	8,540
100	5.283	4.457	0.826	18.4%	0.109	2.4%	3%	False	True	7,802
120	5.283	4.457	0.826	18.4%	0.106	2.4%	3%	False	True	6,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.877
2.618	4.746
1.618	4.666
1.000	4.617
0.618	4.586
HIGH	4.537
0.618	4.506
0.500	4.497
0.382	4.488
LOW	4.457
0.618	4.408
1.000	4.377
1.618	4.328
2.618	4.248
4.250	4.117

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	4.497	4.497
PP	4.491	4.491
S1	4.484	4.484

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

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