NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	5.445	5.435	-0.010	-0.2%	5.550
High	5.485	5.435	-0.050	-0.9%	5.571
Low	5.371	5.348	-0.023	-0.4%	5.348
Close	5.386	5.365	-0.021	-0.4%	5.365
Range	0.114	0.087	-0.027	-23.7%	0.223
ATR	0.139	0.136	-0.004	-2.7%	0.000
Volume	747	2,187	1,440	192.8%	7,061

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.644	5.591	5.413
R3	5.557	5.504	5.389
R2	5.470	5.470	5.381
R1	5.417	5.417	5.373	5.400
PP	5.383	5.383	5.383	5.374
S1	5.330	5.330	5.357	5.313
S2	5.296	5.296	5.349
S3	5.209	5.243	5.341
S4	5.122	5.156	5.317

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.097	5.954	5.488
R3	5.874	5.731	5.426
R2	5.651	5.651	5.406
R1	5.508	5.508	5.385	5.468
PP	5.428	5.428	5.428	5.408
S1	5.285	5.285	5.345	5.245
S2	5.205	5.205	5.324
S3	4.982	5.062	5.304
S4	4.759	4.839	5.242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.571	5.348	0.223	4.2%	0.085	1.6%	8%	False	True	1,412
10	5.815	5.348	0.467	8.7%	0.093	1.7%	4%	False	True	1,334
20	6.124	5.348	0.776	14.5%	0.130	2.4%	2%	False	True	1,601
40	6.124	5.280	0.844	15.7%	0.126	2.4%	10%	False	False	1,294

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.805
2.618	5.663
1.618	5.576
1.000	5.522
0.618	5.489
HIGH	5.435
0.618	5.402
0.500	5.392
0.382	5.381
LOW	5.348
0.618	5.294
1.000	5.261
1.618	5.207
2.618	5.120
4.250	4.978

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	5.392	5.417
PP	5.383	5.399
S1	5.374	5.382

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

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