NYMEX Natural Gas Future April 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	5.400	5.498	0.098	1.8%	5.516
High	5.591	5.573	-0.018	-0.3%	5.591
Low	5.376	5.498	0.122	2.3%	5.316
Close	5.588	5.566	-0.022	-0.4%	5.566
Range	0.215	0.075	-0.140	-65.1%	0.275
ATR	0.147	0.143	-0.004	-2.8%	0.000
Volume	2,253	2,040	-213	-9.5%	9,093

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.771	5.743	5.607
R3	5.696	5.668	5.587
R2	5.621	5.621	5.580
R1	5.593	5.593	5.573	5.607
PP	5.546	5.546	5.546	5.553
S1	5.518	5.518	5.559	5.532
S2	5.471	5.471	5.552
S3	5.396	5.443	5.545
S4	5.321	5.368	5.525

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.316	6.216	5.717
R3	6.041	5.941	5.642
R2	5.766	5.766	5.616
R1	5.666	5.666	5.591	5.716
PP	5.491	5.491	5.491	5.516
S1	5.391	5.391	5.541	5.441
S2	5.216	5.216	5.516
S3	4.941	5.116	5.490
S4	4.666	4.841	5.415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.591	5.316	0.275	4.9%	0.126	2.3%	91%	False	False	1,818
10	5.629	5.316	0.313	5.6%	0.134	2.4%	80%	False	False	2,330
20	5.629	5.170	0.459	8.2%	0.129	2.3%	86%	False	False	2,574
40	6.255	5.170	1.085	19.5%	0.131	2.4%	36%	False	False	2,155

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	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.892
2.618	5.769
1.618	5.694
1.000	5.648
0.618	5.619
HIGH	5.573
0.618	5.544
0.500	5.536
0.382	5.527
LOW	5.498
0.618	5.452
1.000	5.423
1.618	5.377
2.618	5.302
4.250	5.179

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	5.556	5.529
PP	5.546	5.491
S1	5.536	5.454

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

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