NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	5.238	5.275	0.037	0.7%	5.370
High	5.298	5.317	0.019	0.4%	5.377
Low	5.180	5.228	0.048	0.9%	5.136
Close	5.279	5.265	-0.014	-0.3%	5.268
Range	0.118	0.089	-0.029	-24.6%	0.241
ATR	0.132	0.129	-0.003	-2.3%	0.000
Volume	6,765	9,827	3,062	45.3%	81,884

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.537	5.490	5.314
R3	5.448	5.401	5.289
R2	5.359	5.359	5.281
R1	5.312	5.312	5.273	5.291
PP	5.270	5.270	5.270	5.260
S1	5.223	5.223	5.257	5.202
S2	5.181	5.181	5.249
S3	5.092	5.134	5.241
S4	5.003	5.045	5.216

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.983	5.867	5.401
R3	5.742	5.626	5.334
R2	5.501	5.501	5.312
R1	5.385	5.385	5.290	5.323
PP	5.260	5.260	5.260	5.229
S1	5.144	5.144	5.246	5.082
S2	5.019	5.019	5.224
S3	4.778	4.903	5.202
S4	4.537	4.662	5.135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.360	5.136	0.224	4.3%	0.121	2.3%	58%	False	False	13,830
10	5.455	5.136	0.319	6.1%	0.117	2.2%	40%	False	False	15,082
20	5.750	5.136	0.614	11.7%	0.127	2.4%	21%	False	False	13,120
40	5.949	5.136	0.813	15.4%	0.135	2.6%	16%	False	False	12,679

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.695
2.618	5.550
1.618	5.461
1.000	5.406
0.618	5.372
HIGH	5.317
0.618	5.283
0.500	5.273
0.382	5.262
LOW	5.228
0.618	5.173
1.000	5.139
1.618	5.084
2.618	4.995
4.250	4.850

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	5.273	5.260
PP	5.270	5.254
S1	5.268	5.249

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

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