NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	4.591	4.660	0.069	1.5%	4.522
High	4.668	4.863	0.195	4.2%	4.699
Low	4.575	4.642	0.067	1.5%	4.452
Close	4.646	4.718	0.072	1.5%	4.563
Range	0.093	0.221	0.128	137.6%	0.247
ATR	0.170	0.174	0.004	2.1%	0.000
Volume	54,386	75,603	21,217	39.0%	302,580

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.404	5.282	4.840
R3	5.183	5.061	4.779
R2	4.962	4.962	4.759
R1	4.840	4.840	4.738	4.901
PP	4.741	4.741	4.741	4.772
S1	4.619	4.619	4.698	4.680
S2	4.520	4.520	4.677
S3	4.299	4.398	4.657
S4	4.078	4.177	4.596

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.312	5.185	4.699
R3	5.065	4.938	4.631
R2	4.818	4.818	4.608
R1	4.691	4.691	4.586	4.755
PP	4.571	4.571	4.571	4.603
S1	4.444	4.444	4.540	4.508
S2	4.324	4.324	4.518
S3	4.077	4.197	4.495
S4	3.830	3.950	4.427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.863	4.491	0.372	7.9%	0.150	3.2%	61%	True	False	60,805
10	4.863	4.290	0.573	12.1%	0.168	3.6%	75%	True	False	63,128
20	4.945	4.290	0.655	13.9%	0.180	3.8%	65%	False	False	49,112
40	5.282	4.290	0.992	21.0%	0.193	4.1%	43%	False	False	39,753
60	5.282	4.140	1.142	24.2%	0.177	3.8%	51%	False	False	31,992
80	5.282	4.140	1.142	24.2%	0.174	3.7%	51%	False	False	26,185
100	5.282	4.140	1.142	24.2%	0.166	3.5%	51%	False	False	22,176
120	5.884	4.140	1.744	37.0%	0.160	3.4%	33%	False	False	18,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.802
2.618	5.442
1.618	5.221
1.000	5.084
0.618	5.000
HIGH	4.863
0.618	4.779
0.500	4.753
0.382	4.726
LOW	4.642
0.618	4.505
1.000	4.421
1.618	4.284
2.618	4.063
4.250	3.703

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	4.753	4.704
PP	4.741	4.691
S1	4.730	4.677

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

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