NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	5.510	5.467	-0.043	-0.8%	5.571
High	5.537	5.662	0.125	2.3%	5.730
Low	5.372	5.435	0.063	1.2%	5.466
Close	5.444	5.653	0.209	3.8%	5.653
Range	0.165	0.227	0.062	37.6%	0.264
ATR	0.155	0.160	0.005	3.4%	0.000
Volume	2,461	2,183	-278	-11.3%	18,429

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.264	6.186	5.778
R3	6.037	5.959	5.715
R2	5.810	5.810	5.695
R1	5.732	5.732	5.674	5.771
PP	5.583	5.583	5.583	5.603
S1	5.505	5.505	5.632	5.544
S2	5.356	5.356	5.611
S3	5.129	5.278	5.591
S4	4.902	5.051	5.528

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.408	6.295	5.798
R3	6.144	6.031	5.726
R2	5.880	5.880	5.701
R1	5.767	5.767	5.677	5.824
PP	5.616	5.616	5.616	5.645
S1	5.503	5.503	5.629	5.560
S2	5.352	5.352	5.605
S3	5.088	5.239	5.580
S4	4.824	4.975	5.508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.662	5.372	0.290	5.1%	0.145	2.6%	97%	True	False	2,519
10	5.730	5.372	0.358	6.3%	0.156	2.8%	78%	False	False	3,013
20	5.820	5.230	0.590	10.4%	0.145	2.6%	72%	False	False	2,693
40	6.410	5.230	1.180	20.9%	0.145	2.6%	36%	False	False	2,284

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	0.027
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.627
2.618	6.256
1.618	6.029
1.000	5.889
0.618	5.802
HIGH	5.662
0.618	5.575
0.500	5.549
0.382	5.522
LOW	5.435
0.618	5.295
1.000	5.208
1.618	5.068
2.618	4.841
4.250	4.470

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	5.618	5.608
PP	5.583	5.562
S1	5.549	5.517

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

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