NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	5.755	5.709	-0.046	-0.8%	5.778
High	5.800	5.751	-0.049	-0.8%	6.106
Low	5.665	5.658	-0.007	-0.1%	5.665
Close	5.672	5.679	0.007	0.1%	5.672
Range	0.135	0.093	-0.042	-31.1%	0.441
ATR	0.173	0.167	-0.006	-3.3%	0.000
Volume	4,372	1,204	-3,168	-72.5%	19,625

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.975	5.920	5.730
R3	5.882	5.827	5.705
R2	5.789	5.789	5.696
R1	5.734	5.734	5.688	5.715
PP	5.696	5.696	5.696	5.687
S1	5.641	5.641	5.670	5.622
S2	5.603	5.603	5.662
S3	5.510	5.548	5.653
S4	5.417	5.455	5.628

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	5.979	5.658	0.321	5.7%	0.139	2.4%	7%	False	True	3,628
10	6.106	5.372	0.734	12.9%	0.165	2.9%	42%	False	False	2,989
20	6.106	5.263	0.843	14.8%	0.164	2.9%	49%	False	False	3,055
40	6.410	5.230	1.180	20.8%	0.145	2.5%	38%	False	False	2,493

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	0.022
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.146
2.618	5.994
1.618	5.901
1.000	5.844
0.618	5.808
HIGH	5.751
0.618	5.715
0.500	5.705
0.382	5.694
LOW	5.658
0.618	5.601
1.000	5.565
1.618	5.508
2.618	5.415
4.250	5.263

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	5.705	5.803
PP	5.696	5.762
S1	5.688	5.720

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

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