NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	5.710	5.610	-0.100	-1.8%	5.928
High	5.710	5.667	-0.043	-0.8%	5.941
Low	5.600	5.606	0.006	0.1%	5.649
Close	5.621	5.632	0.011	0.2%	5.654
Range	0.110	0.061	-0.049	-44.5%	0.292
ATR	0.133	0.128	-0.005	-3.9%	0.000
Volume	249	937	688	276.3%	3,202

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.818	5.786	5.666
R3	5.757	5.725	5.649
R2	5.696	5.696	5.643
R1	5.664	5.664	5.638	5.680
PP	5.635	5.635	5.635	5.643
S1	5.603	5.603	5.626	5.619
S2	5.574	5.574	5.621
S3	5.513	5.542	5.615
S4	5.452	5.481	5.598

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.624	6.431	5.815
R3	6.332	6.139	5.734
R2	6.040	6.040	5.708
R1	5.847	5.847	5.681	5.798
PP	5.748	5.748	5.748	5.723
S1	5.555	5.555	5.627	5.506
S2	5.456	5.456	5.600
S3	5.164	5.263	5.574
S4	4.872	4.971	5.493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.895	5.600	0.295	5.2%	0.115	2.0%	11%	False	False	561
10	5.941	5.450	0.491	8.7%	0.118	2.1%	37%	False	False	515
20	5.941	5.358	0.583	10.4%	0.121	2.2%	47%	False	False	508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.926
2.618	5.827
1.618	5.766
1.000	5.728
0.618	5.705
HIGH	5.667
0.618	5.644
0.500	5.637
0.382	5.629
LOW	5.606
0.618	5.568
1.000	5.545
1.618	5.507
2.618	5.446
4.250	5.347

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	5.637	5.660
PP	5.635	5.651
S1	5.634	5.641

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

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