NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	5.946	5.755	-0.191	-3.2%	5.778
High	5.948	5.800	-0.148	-2.5%	6.106
Low	5.710	5.665	-0.045	-0.8%	5.665
Close	5.716	5.672	-0.044	-0.8%	5.672
Range	0.238	0.135	-0.103	-43.3%	0.441
ATR	0.175	0.173	-0.003	-1.6%	0.000
Volume	3,599	4,372	773	21.5%	19,625

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.117	6.030	5.746
R3	5.982	5.895	5.709
R2	5.847	5.847	5.697
R1	5.760	5.760	5.684	5.736
PP	5.712	5.712	5.712	5.701
S1	5.625	5.625	5.660	5.601
S2	5.577	5.577	5.647
S3	5.442	5.490	5.635
S4	5.307	5.355	5.598

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.137	6.846	5.915
R3	6.696	6.405	5.793
R2	6.255	6.255	5.753
R1	5.964	5.964	5.712	5.889
PP	5.814	5.814	5.814	5.777
S1	5.523	5.523	5.632	5.448
S2	5.373	5.373	5.591
S3	4.932	5.082	5.551
S4	4.491	4.641	5.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.106	5.665	0.441	7.8%	0.186	3.3%	2%	False	True	3,925
10	6.106	5.372	0.734	12.9%	0.163	2.9%	41%	False	False	3,036
20	6.106	5.230	0.876	15.4%	0.164	2.9%	50%	False	False	3,072
40	6.410	5.230	1.180	20.8%	0.147	2.6%	37%	False	False	2,509

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.374
2.618	6.153
1.618	6.018
1.000	5.935
0.618	5.883
HIGH	5.800
0.618	5.748
0.500	5.733
0.382	5.717
LOW	5.665
0.618	5.582
1.000	5.530
1.618	5.447
2.618	5.312
4.250	5.091

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	5.733	5.822
PP	5.712	5.772
S1	5.692	5.722

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

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