NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	4.339	4.608	0.269	6.2%	4.430
High	4.623	4.658	0.035	0.8%	4.658
Low	4.290	4.471	0.181	4.2%	4.290
Close	4.592	4.518	-0.074	-1.6%	4.518
Range	0.333	0.187	-0.146	-43.8%	0.368
ATR	0.197	0.196	-0.001	-0.4%	0.000
Volume	59,881	95,639	35,758	59.7%	276,077

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.110	5.001	4.621
R3	4.923	4.814	4.569
R2	4.736	4.736	4.552
R1	4.627	4.627	4.535	4.588
PP	4.549	4.549	4.549	4.530
S1	4.440	4.440	4.501	4.401
S2	4.362	4.362	4.484
S3	4.175	4.253	4.467
S4	3.988	4.066	4.415

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.593	5.423	4.720
R3	5.225	5.055	4.619
R2	4.857	4.857	4.585
R1	4.687	4.687	4.552	4.772
PP	4.489	4.489	4.489	4.531
S1	4.319	4.319	4.484	4.404
S2	4.121	4.121	4.451
S3	3.753	3.951	4.417
S4	3.385	3.583	4.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.658	4.290	0.368	8.1%	0.172	3.8%	62%	True	False	55,215
10	4.916	4.290	0.626	13.9%	0.192	4.2%	36%	False	False	45,049
20	5.269	4.290	0.979	21.7%	0.201	4.4%	23%	False	False	33,112
40	5.282	4.168	1.114	24.7%	0.192	4.3%	31%	False	False	30,753
60	5.282	4.140	1.142	25.3%	0.181	4.0%	33%	False	False	25,322
80	5.282	4.140	1.142	25.3%	0.176	3.9%	33%	False	False	20,950
100	5.282	4.140	1.142	25.3%	0.163	3.6%	33%	False	False	17,662
120	5.884	4.140	1.744	38.6%	0.160	3.5%	22%	False	False	15,154

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	0.040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.453
2.618	5.148
1.618	4.961
1.000	4.845
0.618	4.774
HIGH	4.658
0.618	4.587
0.500	4.565
0.382	4.542
LOW	4.471
0.618	4.355
1.000	4.284
1.618	4.168
2.618	3.981
4.250	3.676

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	4.565	4.503
PP	4.549	4.489
S1	4.534	4.474

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

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