NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	4.890	4.902	0.012	0.2%	4.849
High	4.920	5.049	0.129	2.6%	4.921
Low	4.843	4.873	0.030	0.6%	4.746
Close	4.895	4.917	0.022	0.4%	4.840
Range	0.077	0.176	0.099	128.6%	0.175
ATR	0.136	0.139	0.003	2.1%	0.000
Volume	12,815	15,329	2,514	19.6%	71,495

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.474	5.372	5.014
R3	5.298	5.196	4.965
R2	5.122	5.122	4.949
R1	5.020	5.020	4.933	5.071
PP	4.946	4.946	4.946	4.972
S1	4.844	4.844	4.901	4.895
S2	4.770	4.770	4.885
S3	4.594	4.668	4.869
S4	4.418	4.492	4.820

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.361	5.275	4.936
R3	5.186	5.100	4.888
R2	5.011	5.011	4.872
R1	4.925	4.925	4.856	4.881
PP	4.836	4.836	4.836	4.813
S1	4.750	4.750	4.824	4.706
S2	4.661	4.661	4.808
S3	4.486	4.575	4.792
S4	4.311	4.400	4.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.049	4.780	0.269	5.5%	0.109	2.2%	51%	True	False	14,318
10	5.049	4.641	0.408	8.3%	0.131	2.7%	68%	True	False	14,247
20	5.208	4.641	0.567	11.5%	0.144	2.9%	49%	False	False	15,799
40	5.534	4.641	0.893	18.2%	0.151	3.1%	31%	False	False	12,116
60	5.534	4.641	0.893	18.2%	0.140	2.9%	31%	False	False	9,853
80	5.534	4.641	0.893	18.2%	0.141	2.9%	31%	False	False	8,049
100	5.534	4.641	0.893	18.2%	0.135	2.7%	31%	False	False	6,907
120	6.280	4.641	1.639	33.3%	0.132	2.7%	17%	False	False	5,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.797
2.618	5.510
1.618	5.334
1.000	5.225
0.618	5.158
HIGH	5.049
0.618	4.982
0.500	4.961
0.382	4.940
LOW	4.873
0.618	4.764
1.000	4.697
1.618	4.588
2.618	4.412
4.250	4.125

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	4.961	4.916
PP	4.946	4.915
S1	4.932	4.915

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

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