NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	5.810	5.875	0.065	1.1%	5.516
High	5.886	5.877	-0.009	-0.2%	5.591
Low	5.782	5.646	-0.136	-2.4%	5.316
Close	5.865	5.646	-0.219	-3.7%	5.566
Range	0.104	0.231	0.127	122.1%	0.275
ATR	0.149	0.155	0.006	3.9%	0.000
Volume	2,584	2,377	-207	-8.0%	9,093

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.416	6.262	5.773
R3	6.185	6.031	5.710
R2	5.954	5.954	5.688
R1	5.800	5.800	5.667	5.762
PP	5.723	5.723	5.723	5.704
S1	5.569	5.569	5.625	5.531
S2	5.492	5.492	5.604
S3	5.261	5.338	5.582
S4	5.030	5.107	5.519

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	5.886	5.498	0.388	6.9%	0.143	2.5%	38%	False	False	2,441
10	5.886	5.316	0.570	10.1%	0.140	2.5%	58%	False	False	2,337
20	5.886	5.170	0.716	12.7%	0.141	2.5%	66%	False	False	2,423
40	6.255	5.170	1.085	19.2%	0.134	2.4%	44%	False	False	2,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	6.859
2.618	6.482
1.618	6.251
1.000	6.108
0.618	6.020
HIGH	5.877
0.618	5.789
0.500	5.762
0.382	5.734
LOW	5.646
0.618	5.503
1.000	5.415
1.618	5.272
2.618	5.041
4.250	4.664

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	5.762	5.766
PP	5.723	5.726
S1	5.685	5.686

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

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