NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	4.508	4.593	0.085	1.9%	4.430
High	4.596	4.637	0.041	0.9%	4.658
Low	4.456	4.472	0.016	0.4%	4.290
Close	4.576	4.500	-0.076	-1.7%	4.518
Range	0.140	0.165	0.025	17.9%	0.368
ATR	0.186	0.184	-0.001	-0.8%	0.000
Volume	50,433	57,139	6,706	13.3%	276,077

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.031	4.931	4.591
R3	4.866	4.766	4.545
R2	4.701	4.701	4.530
R1	4.601	4.601	4.515	4.569
PP	4.536	4.536	4.536	4.520
S1	4.436	4.436	4.485	4.404
S2	4.371	4.371	4.470
S3	4.206	4.271	4.455
S4	4.041	4.106	4.409

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	8.2%	0.185	4.1%	57%	False	False	65,450
10	4.658	4.290	0.368	8.2%	0.163	3.6%	57%	False	False	52,846
20	4.962	4.290	0.672	14.9%	0.182	4.0%	31%	False	False	38,401
40	5.282	4.168	1.114	24.8%	0.193	4.3%	30%	False	False	34,100
60	5.282	4.140	1.142	25.4%	0.179	4.0%	32%	False	False	27,834
80	5.282	4.140	1.142	25.4%	0.178	3.9%	32%	False	False	22,892
100	5.282	4.140	1.142	25.4%	0.164	3.6%	32%	False	False	19,298
120	5.884	4.140	1.744	38.8%	0.160	3.6%	21%	False	False	16,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.338
2.618	5.069
1.618	4.904
1.000	4.802
0.618	4.739
HIGH	4.637
0.618	4.574
0.500	4.555
0.382	4.535
LOW	4.472
0.618	4.370
1.000	4.307
1.618	4.205
2.618	4.040
4.250	3.771

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	4.555	4.545
PP	4.536	4.530
S1	4.518	4.515

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

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