NYMEX Natural Gas Future April 2012

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	4.599	4.485	-0.114	-2.5%	4.662
High	4.605	4.509	-0.096	-2.1%	4.683
Low	4.485	4.461	-0.024	-0.5%	4.461
Close	4.535	4.468	-0.067	-1.5%	4.468
Range	0.120	0.048	-0.072	-60.0%	0.222
ATR
Volume	4,183	10,418	6,235	149.1%	27,074

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.623	4.594	4.494
R3	4.575	4.546	4.481
R2	4.527	4.527	4.477
R1	4.498	4.498	4.472	4.489
PP	4.479	4.479	4.479	4.475
S1	4.450	4.450	4.464	4.441
S2	4.431	4.431	4.459
S3	4.383	4.402	4.455
S4	4.335	4.354	4.442

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.203	5.058	4.590
R3	4.981	4.836	4.529
R2	4.759	4.759	4.509
R1	4.614	4.614	4.488	4.576
PP	4.537	4.537	4.537	4.518
S1	4.392	4.392	4.448	4.354
S2	4.315	4.315	4.427
S3	4.093	4.170	4.407
S4	3.871	3.948	4.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.683	4.461	0.222	5.0%	0.076	1.7%	3%	False	True	5,414
10	4.817	4.461	0.356	8.0%	0.082	1.8%	2%	False	True	5,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.713
2.618	4.635
1.618	4.587
1.000	4.557
0.618	4.539
HIGH	4.509
0.618	4.491
0.500	4.485
0.382	4.479
LOW	4.461
0.618	4.431
1.000	4.413
1.618	4.383
2.618	4.335
4.250	4.257

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	4.485	4.544
PP	4.479	4.519
S1	4.474	4.493

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

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