NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	5.480	5.380	-0.100	-1.8%	5.550
High	5.482	5.446	-0.036	-0.7%	5.554
Low	5.400	5.380	-0.020	-0.4%	5.380
Close	5.403	5.405	0.002	0.0%	5.405
Range	0.082	0.066	-0.016	-19.5%	0.174
ATR	0.109	0.106	-0.003	-2.8%	0.000
Volume	230	386	156	67.8%	2,170

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.608	5.573	5.441
R3	5.542	5.507	5.423
R2	5.476	5.476	5.417
R1	5.441	5.441	5.411	5.459
PP	5.410	5.410	5.410	5.419
S1	5.375	5.375	5.399	5.393
S2	5.344	5.344	5.393
S3	5.278	5.309	5.387
S4	5.212	5.243	5.369

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.968	5.861	5.501
R3	5.794	5.687	5.453
R2	5.620	5.620	5.437
R1	5.513	5.513	5.421	5.480
PP	5.446	5.446	5.446	5.430
S1	5.339	5.339	5.389	5.306
S2	5.272	5.272	5.373
S3	5.098	5.165	5.357
S4	4.924	4.991	5.309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.554	5.380	0.174	3.2%	0.059	1.1%	14%	False	True	434
10	5.720	5.380	0.340	6.3%	0.070	1.3%	7%	False	True	472
20	5.941	5.380	0.561	10.4%	0.097	1.8%	4%	False	True	510

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	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.727
2.618	5.619
1.618	5.553
1.000	5.512
0.618	5.487
HIGH	5.446
0.618	5.421
0.500	5.413
0.382	5.405
LOW	5.380
0.618	5.339
1.000	5.314
1.618	5.273
2.618	5.207
4.250	5.100

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	5.413	5.431
PP	5.410	5.422
S1	5.408	5.414

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

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