NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	5.467	5.590	0.123	2.2%	5.567
High	5.662	5.650	-0.012	-0.2%	5.662
Low	5.435	5.541	0.106	2.0%	5.372
Close	5.653	5.631	-0.022	-0.4%	5.631
Range	0.227	0.109	-0.118	-52.0%	0.290
ATR	0.160	0.156	-0.003	-2.1%	0.000
Volume	2,183	3,085	902	41.3%	10,741

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.934	5.892	5.691
R3	5.825	5.783	5.661
R2	5.716	5.716	5.651
R1	5.674	5.674	5.641	5.695
PP	5.607	5.607	5.607	5.618
S1	5.565	5.565	5.621	5.586
S2	5.498	5.498	5.611
S3	5.389	5.456	5.601
S4	5.280	5.347	5.571

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.425	6.318	5.791
R3	6.135	6.028	5.711
R2	5.845	5.845	5.684
R1	5.738	5.738	5.658	5.792
PP	5.555	5.555	5.555	5.582
S1	5.448	5.448	5.604	5.502
S2	5.265	5.265	5.578
S3	4.975	5.158	5.551
S4	4.685	4.868	5.472

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	5.2%	0.139	2.5%	89%	False	False	2,148
10	5.730	5.372	0.358	6.4%	0.149	2.6%	72%	False	False	2,917
20	5.730	5.230	0.500	8.9%	0.143	2.5%	80%	False	False	2,727
40	6.410	5.230	1.180	21.0%	0.143	2.5%	34%	False	False	2,258

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.113
2.618	5.935
1.618	5.826
1.000	5.759
0.618	5.717
HIGH	5.650
0.618	5.608
0.500	5.596
0.382	5.583
LOW	5.541
0.618	5.474
1.000	5.432
1.618	5.365
2.618	5.256
4.250	5.078

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	5.619	5.593
PP	5.607	5.555
S1	5.596	5.517

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

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