NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	5.778	5.791	0.013	0.2%	5.567
High	6.106	5.920	-0.186	-3.0%	5.662
Low	5.778	5.788	0.010	0.2%	5.372
Close	5.911	5.905	-0.006	-0.1%	5.631
Range	0.328	0.132	-0.196	-59.8%	0.290
ATR	0.179	0.176	-0.003	-1.9%	0.000
Volume	2,689	4,730	2,041	75.9%	10,741

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.267	6.218	5.978
R3	6.135	6.086	5.941
R2	6.003	6.003	5.929
R1	5.954	5.954	5.917	5.979
PP	5.871	5.871	5.871	5.883
S1	5.822	5.822	5.893	5.847
S2	5.739	5.739	5.881
S3	5.607	5.690	5.869
S4	5.475	5.558	5.832

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	6.106	5.372	0.734	12.4%	0.192	3.3%	73%	False	False	3,029
10	6.106	5.372	0.734	12.4%	0.171	2.9%	73%	False	False	3,031
20	6.106	5.230	0.876	14.8%	0.152	2.6%	77%	False	False	2,832
40	6.410	5.230	1.180	20.0%	0.148	2.5%	57%	False	False	2,346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.481
2.618	6.266
1.618	6.134
1.000	6.052
0.618	6.002
HIGH	5.920
0.618	5.870
0.500	5.854
0.382	5.838
LOW	5.788
0.618	5.706
1.000	5.656
1.618	5.574
2.618	5.442
4.250	5.227

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	5.888	5.878
PP	5.871	5.851
S1	5.854	5.824

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

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