NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	4.904	4.920	0.016	0.3%	4.712
High	4.940	4.949	0.009	0.2%	4.920
Low	4.884	4.811	-0.073	-1.5%	4.658
Close	4.903	4.856	-0.047	-1.0%	4.914
Range	0.056	0.138	0.082	146.4%	0.262
ATR	0.109	0.111	0.002	1.9%	0.000
Volume	16,890	10,161	-6,729	-39.8%	86,550

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.286	5.209	4.932
R3	5.148	5.071	4.894
R2	5.010	5.010	4.881
R1	4.933	4.933	4.869	4.903
PP	4.872	4.872	4.872	4.857
S1	4.795	4.795	4.843	4.765
S2	4.734	4.734	4.831
S3	4.596	4.657	4.818
S4	4.458	4.519	4.780

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	4.714	0.248	5.1%	0.106	2.2%	57%	False	False	18,215
10	4.962	4.587	0.375	7.7%	0.112	2.3%	72%	False	False	18,422
20	4.962	4.587	0.375	7.7%	0.109	2.2%	72%	False	False	15,441
40	5.356	4.587	0.769	15.8%	0.110	2.3%	35%	False	False	14,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.536
2.618	5.310
1.618	5.172
1.000	5.087
0.618	5.034
HIGH	4.949
0.618	4.896
0.500	4.880
0.382	4.864
LOW	4.811
0.618	4.726
1.000	4.673
1.618	4.588
2.618	4.450
4.250	4.225

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	4.880	4.887
PP	4.872	4.876
S1	4.864	4.866

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

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