NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	5.791	5.888	0.097	1.7%	5.567
High	5.920	5.979	0.059	1.0%	5.662
Low	5.788	5.882	0.094	1.6%	5.372
Close	5.905	5.955	0.050	0.8%	5.631
Range	0.132	0.097	-0.035	-26.5%	0.290
ATR	0.176	0.170	-0.006	-3.2%	0.000
Volume	4,730	4,235	-495	-10.5%	10,741

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.230	6.189	6.008
R3	6.133	6.092	5.982
R2	6.036	6.036	5.973
R1	5.995	5.995	5.964	6.016
PP	5.939	5.939	5.939	5.949
S1	5.898	5.898	5.946	5.919
S2	5.842	5.842	5.937
S3	5.745	5.801	5.928
S4	5.648	5.704	5.902

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	5.435	0.671	11.3%	0.179	3.0%	77%	False	False	3,384
10	6.106	5.372	0.734	12.3%	0.161	2.7%	79%	False	False	3,139
20	6.106	5.230	0.876	14.7%	0.154	2.6%	83%	False	False	2,880
40	6.410	5.230	1.180	19.8%	0.147	2.5%	61%	False	False	2,416

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6.391
2.618	6.233
1.618	6.136
1.000	6.076
0.618	6.039
HIGH	5.979
0.618	5.942
0.500	5.931
0.382	5.919
LOW	5.882
0.618	5.822
1.000	5.785
1.618	5.725
2.618	5.628
4.250	5.470

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	5.947	5.951
PP	5.939	5.946
S1	5.931	5.942

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

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