NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	5.241	5.135	-0.106	-2.0%	5.420
High	5.266	5.180	-0.086	-1.6%	5.525
Low	5.135	5.096	-0.039	-0.8%	5.344
Close	5.143	5.096	-0.047	-0.9%	5.352
Range	0.131	0.084	-0.047	-35.9%	0.181
ATR	0.105	0.104	-0.002	-1.4%	0.000
Volume	2,210	1,032	-1,178	-53.3%	4,759

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.376	5.320	5.142
R3	5.292	5.236	5.119
R2	5.208	5.208	5.111
R1	5.152	5.152	5.104	5.138
PP	5.124	5.124	5.124	5.117
S1	5.068	5.068	5.088	5.054
S2	5.040	5.040	5.081
S3	4.956	4.984	5.073
S4	4.872	4.900	5.050

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.950	5.832	5.452
R3	5.769	5.651	5.402
R2	5.588	5.588	5.385
R1	5.470	5.470	5.369	5.439
PP	5.407	5.407	5.407	5.391
S1	5.289	5.289	5.335	5.258
S2	5.226	5.226	5.319
S3	5.045	5.108	5.302
S4	4.864	4.927	5.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.462	5.096	0.366	7.2%	0.097	1.9%	0%	False	True	1,401
10	5.525	5.096	0.429	8.4%	0.085	1.7%	0%	False	True	906
20	5.895	5.096	0.799	15.7%	0.086	1.7%	0%	False	True	732
40	5.941	5.096	0.845	16.6%	0.102	2.0%	0%	False	True	695

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.537
2.618	5.400
1.618	5.316
1.000	5.264
0.618	5.232
HIGH	5.180
0.618	5.148
0.500	5.138
0.382	5.128
LOW	5.096
0.618	5.044
1.000	5.012
1.618	4.960
2.618	4.876
4.250	4.739

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	5.138	5.196
PP	5.124	5.162
S1	5.110	5.129

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

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