NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	4.685	4.828	0.143	3.1%	4.541
High	4.870	4.937	0.067	1.4%	4.937
Low	4.678	4.784	0.106	2.3%	4.491
Close	4.827	4.923	0.096	2.0%	4.923
Range	0.192	0.153	-0.039	-20.3%	0.446
ATR	0.175	0.173	-0.002	-0.9%	0.000
Volume	159,054	129,643	-29,411	-18.5%	461,877

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.340	5.285	5.007
R3	5.187	5.132	4.965
R2	5.034	5.034	4.951
R1	4.979	4.979	4.937	5.007
PP	4.881	4.881	4.881	4.895
S1	4.826	4.826	4.909	4.854
S2	4.728	4.728	4.895
S3	4.575	4.673	4.881
S4	4.422	4.520	4.839

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.122	5.968	5.168
R3	5.676	5.522	5.046
R2	5.230	5.230	5.005
R1	5.076	5.076	4.964	5.153
PP	4.784	4.784	4.784	4.822
S1	4.630	4.630	4.882	4.707
S2	4.338	4.338	4.841
S3	3.892	4.184	4.800
S4	3.446	3.738	4.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.937	4.491	0.446	9.1%	0.155	3.2%	97%	True	False	92,375
10	4.937	4.452	0.485	9.9%	0.150	3.0%	97%	True	False	76,445
20	4.937	4.290	0.647	13.1%	0.171	3.5%	98%	True	False	60,747
40	5.282	4.290	0.992	20.2%	0.190	3.9%	64%	False	False	45,801
60	5.282	4.140	1.142	23.2%	0.180	3.7%	69%	False	False	36,465
80	5.282	4.140	1.142	23.2%	0.174	3.5%	69%	False	False	29,594
100	5.282	4.140	1.142	23.2%	0.167	3.4%	69%	False	False	24,967
120	5.789	4.140	1.649	33.5%	0.160	3.2%	47%	False	False	21,357

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.587
2.618	5.338
1.618	5.185
1.000	5.090
0.618	5.032
HIGH	4.937
0.618	4.879
0.500	4.861
0.382	4.842
LOW	4.784
0.618	4.689
1.000	4.631
1.618	4.536
2.618	4.383
4.250	4.134

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	4.902	4.879
PP	4.881	4.834
S1	4.861	4.790

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

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