NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	5.815	5.650	-0.165	-2.8%	5.850
High	5.815	5.740	-0.075	-1.3%	6.124
Low	5.662	5.650	-0.012	-0.2%	5.720
Close	5.689	5.692	0.003	0.1%	5.727
Range	0.153	0.090	-0.063	-41.2%	0.404
ATR	0.169	0.164	-0.006	-3.3%	0.000
Volume	862	1,421	559	64.8%	10,937

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.964	5.918	5.742
R3	5.874	5.828	5.717
R2	5.784	5.784	5.709
R1	5.738	5.738	5.700	5.761
PP	5.694	5.694	5.694	5.706
S1	5.648	5.648	5.684	5.671
S2	5.604	5.604	5.676
S3	5.514	5.558	5.667
S4	5.424	5.468	5.643

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.069	6.802	5.949
R3	6.665	6.398	5.838
R2	6.261	6.261	5.801
R1	5.994	5.994	5.764	5.926
PP	5.857	5.857	5.857	5.823
S1	5.590	5.590	5.690	5.522
S2	5.453	5.453	5.653
S3	5.049	5.186	5.616
S4	4.645	4.782	5.505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.004	5.650	0.354	6.2%	0.143	2.5%	12%	False	True	1,368
10	6.124	5.492	0.632	11.1%	0.165	2.9%	32%	False	False	1,875
20	6.124	5.384	0.740	13.0%	0.161	2.8%	42%	False	False	1,465
40	6.400	5.280	1.120	19.7%	0.136	2.4%	37%	False	False	1,173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.024
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.123
2.618	5.976
1.618	5.886
1.000	5.830
0.618	5.796
HIGH	5.740
0.618	5.706
0.500	5.695
0.382	5.684
LOW	5.650
0.618	5.594
1.000	5.560
1.618	5.504
2.618	5.414
4.250	5.268

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	5.695	5.733
PP	5.694	5.719
S1	5.693	5.706

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

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