For optimal control of wearable lower limb exoskeletons the sensory information flow should also be (partly) restored, especially when the users are Spinal Cord Injury subjects. Several methods, like electrotactile or electromechanical vibrotactile stimulation, to provide artificial sensory feedback have been studied thoroughly and showed promising results. Pneumatic tactile stimulation might be an alternative to these methods, because the stimulation amplitudes can be larger and in cases of force feedback, the modality of stimulation and sensing can be matched. In this study we have developed a setup that can provide pneumatic feedback with four feedback levels via three stimulation modalities: (1) amplitude modulation, (2) position modulation and (3) frequency modulation. The differences in subject stimulus perception between these three stimulation modalities were evaluated through a magnitude estimation task performed with 10 healthy subjects. Percentages correctly identified feedback levels were significantly higher for frequency modulation than the other two stimulation modalities. Also through questionnaires the subjects indicated that feedback through frequency modulation was the most intuitive and the only method where addition of an extra feedback level was indicated as possible. The results of this study show that pneumatic feedback is feasible, can provide high percentages of feedback level discrimination that are at least comparable to vibrotactile stimulation and therefore encourages further research to optimize the pneumatic setup.