NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	4.401	4.388	-0.013	-0.3%	4.686
High	4.497	4.392	-0.105	-2.3%	4.916
Low	4.342	4.315	-0.027	-0.6%	4.359
Close	4.364	4.319	-0.045	-1.0%	4.418
Range	0.155	0.077	-0.078	-50.3%	0.557
ATR	0.195	0.186	-0.008	-4.3%	0.000
Volume	30,235	54,053	23,818	78.8%	135,649

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.573	4.523	4.361
R3	4.496	4.446	4.340
R2	4.419	4.419	4.333
R1	4.369	4.369	4.326	4.356
PP	4.342	4.342	4.342	4.335
S1	4.292	4.292	4.312	4.279
S2	4.265	4.265	4.305
S3	4.188	4.215	4.298
S4	4.111	4.138	4.277

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.235	5.884	4.724
R3	5.678	5.327	4.571
R2	5.121	5.121	4.520
R1	4.770	4.770	4.469	4.667
PP	4.564	4.564	4.564	4.513
S1	4.213	4.213	4.367	4.110
S2	4.007	4.007	4.316
S3	3.450	3.656	4.265
S4	2.893	3.099	4.112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.641	4.315	0.326	7.5%	0.142	3.3%	1%	False	True	40,242
10	4.945	4.315	0.630	14.6%	0.192	4.5%	1%	False	True	35,096
20	5.282	4.315	0.967	22.4%	0.196	4.5%	0%	False	True	27,673
40	5.282	4.168	1.114	25.8%	0.189	4.4%	14%	False	False	27,936
60	5.282	4.140	1.142	26.4%	0.176	4.1%	16%	False	False	22,951
80	5.282	4.140	1.142	26.4%	0.172	4.0%	16%	False	False	19,120
100	5.300	4.140	1.160	26.9%	0.160	3.7%	15%	False	False	16,190
120	5.987	4.140	1.847	42.8%	0.157	3.6%	10%	False	False	13,884

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	4.719
2.618	4.594
1.618	4.517
1.000	4.469
0.618	4.440
HIGH	4.392
0.618	4.363
0.500	4.354
0.382	4.344
LOW	4.315
0.618	4.267
1.000	4.238
1.618	4.190
2.618	4.113
4.250	3.988

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	4.354	4.406
PP	4.342	4.377
S1	4.331	4.348

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

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