NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	4.830	4.908	0.078	1.6%	4.712
High	4.920	4.962	0.042	0.9%	4.920
Low	4.800	4.864	0.064	1.3%	4.658
Close	4.914	4.920	0.006	0.1%	4.914
Range	0.120	0.098	-0.022	-18.3%	0.262
ATR	0.114	0.113	-0.001	-1.0%	0.000
Volume	19,355	25,869	6,514	33.7%	86,550

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.209	5.163	4.974
R3	5.111	5.065	4.947
R2	5.013	5.013	4.938
R1	4.967	4.967	4.929	4.990
PP	4.915	4.915	4.915	4.927
S1	4.869	4.869	4.911	4.892
S2	4.817	4.817	4.902
S3	4.719	4.771	4.893
S4	4.621	4.673	4.866

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.617	5.527	5.058
R3	5.355	5.265	4.986
R2	5.093	5.093	4.962
R1	5.003	5.003	4.938	5.048
PP	4.831	4.831	4.831	4.853
S1	4.741	4.741	4.890	4.786
S2	4.569	4.569	4.866
S3	4.307	4.479	4.842
S4	4.045	4.217	4.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.962	4.687	0.275	5.6%	0.109	2.2%	85%	True	False	19,642
10	4.962	4.587	0.375	7.6%	0.115	2.3%	89%	True	False	18,101
20	4.962	4.587	0.375	7.6%	0.107	2.2%	89%	True	False	15,234
40	5.356	4.587	0.769	15.6%	0.113	2.3%	43%	False	False	14,345

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	0.028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.379
2.618	5.219
1.618	5.121
1.000	5.060
0.618	5.023
HIGH	4.962
0.618	4.925
0.500	4.913
0.382	4.901
LOW	4.864
0.618	4.803
1.000	4.766
1.618	4.705
2.618	4.607
4.250	4.448

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	4.918	4.893
PP	4.915	4.865
S1	4.913	4.838

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

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