NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	5.930	5.898	-0.032	-0.5%	5.660
High	6.000	6.041	0.041	0.7%	5.710
Low	5.854	5.898	0.044	0.8%	5.411
Close	5.970	6.020	0.050	0.8%	5.683
Range	0.146	0.143	-0.003	-2.1%	0.299
ATR	0.176	0.174	-0.002	-1.3%	0.000
Volume	2,746	2,395	-351	-12.8%	7,741

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.415	6.361	6.099
R3	6.272	6.218	6.059
R2	6.129	6.129	6.046
R1	6.075	6.075	6.033	6.102
PP	5.986	5.986	5.986	6.000
S1	5.932	5.932	6.007	5.959
S2	5.843	5.843	5.994
S3	5.700	5.789	5.981
S4	5.557	5.646	5.941

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.498	6.390	5.847
R3	6.199	6.091	5.765
R2	5.900	5.900	5.738
R1	5.792	5.792	5.710	5.846
PP	5.601	5.601	5.601	5.629
S1	5.493	5.493	5.656	5.547
S2	5.302	5.302	5.628
S3	5.003	5.194	5.601
S4	4.704	4.895	5.519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.124	5.492	0.632	10.5%	0.186	3.1%	84%	False	False	2,382
10	6.124	5.411	0.713	11.8%	0.166	2.8%	85%	False	False	1,786
20	6.124	5.280	0.844	14.0%	0.150	2.5%	88%	False	False	1,294
40	6.487	5.280	1.207	20.0%	0.141	2.3%	61%	False	False	1,157

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	0.026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.649
2.618	6.415
1.618	6.272
1.000	6.184
0.618	6.129
HIGH	6.041
0.618	5.986
0.500	5.970
0.382	5.953
LOW	5.898
0.618	5.810
1.000	5.755
1.618	5.667
2.618	5.524
4.250	5.290

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	6.003	6.005
PP	5.986	5.990
S1	5.970	5.975

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

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