NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	4.830	4.849	0.019	0.4%	4.825
High	4.940	4.849	-0.091	-1.8%	4.940
Low	4.782	4.760	-0.022	-0.5%	4.641
Close	4.830	4.803	-0.027	-0.6%	4.830
Range	0.158	0.089	-0.069	-43.7%	0.299
ATR	0.160	0.155	-0.005	-3.2%	0.000
Volume	20,579	11,954	-8,625	-41.9%	89,891

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.071	5.026	4.852
R3	4.982	4.937	4.827
R2	4.893	4.893	4.819
R1	4.848	4.848	4.811	4.826
PP	4.804	4.804	4.804	4.793
S1	4.759	4.759	4.795	4.737
S2	4.715	4.715	4.787
S3	4.626	4.670	4.779
S4	4.537	4.581	4.754

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.701	5.564	4.994
R3	5.402	5.265	4.912
R2	5.103	5.103	4.885
R1	4.966	4.966	4.857	5.035
PP	4.804	4.804	4.804	4.838
S1	4.667	4.667	4.803	4.736
S2	4.505	4.505	4.775
S3	4.206	4.368	4.748
S4	3.907	4.069	4.666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.940	4.641	0.299	6.2%	0.149	3.1%	54%	False	False	16,485
10	5.208	4.641	0.567	11.8%	0.146	3.0%	29%	False	False	17,621
20	5.507	4.641	0.866	18.0%	0.158	3.3%	19%	False	False	13,144
40	5.534	4.641	0.893	18.6%	0.153	3.2%	18%	False	False	10,505
60	5.534	4.641	0.893	18.6%	0.144	3.0%	18%	False	False	8,595
80	5.534	4.641	0.893	18.6%	0.145	3.0%	18%	False	False	7,096
100	5.619	4.641	0.978	20.4%	0.134	2.8%	17%	False	False	6,061
120	6.280	4.641	1.639	34.1%	0.133	2.8%	10%	False	False	5,260

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	0.038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.227
2.618	5.082
1.618	4.993
1.000	4.938
0.618	4.904
HIGH	4.849
0.618	4.815
0.500	4.805
0.382	4.794
LOW	4.760
0.618	4.705
1.000	4.671
1.618	4.616
2.618	4.527
4.250	4.382

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	4.805	4.799
PP	4.804	4.795
S1	4.804	4.791

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

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