NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	4.988	4.719	-0.269	-5.4%	4.541
High	5.007	4.825	-0.182	-3.6%	4.937
Low	4.681	4.625	-0.056	-1.2%	4.491
Close	4.701	4.639	-0.062	-1.3%	4.923
Range	0.326	0.200	-0.126	-38.7%	0.446
ATR	0.184	0.185	0.001	0.6%	0.000
Volume	89,511	116,848	27,337	30.5%	461,877

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.296	5.168	4.749
R3	5.096	4.968	4.694
R2	4.896	4.896	4.676
R1	4.768	4.768	4.657	4.732
PP	4.696	4.696	4.696	4.679
S1	4.568	4.568	4.621	4.532
S2	4.496	4.496	4.602
S3	4.296	4.368	4.584
S4	4.096	4.168	4.529

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	5.007	4.625	0.382	8.2%	0.218	4.7%	4%	False	True	114,131
10	5.007	4.472	0.535	11.5%	0.179	3.9%	31%	False	False	85,622
20	5.007	4.290	0.717	15.5%	0.173	3.7%	49%	False	False	68,122
40	5.282	4.290	0.992	21.4%	0.188	4.0%	35%	False	False	48,806
60	5.282	4.168	1.114	24.0%	0.183	3.9%	42%	False	False	39,358
80	5.282	4.140	1.142	24.6%	0.176	3.8%	44%	False	False	31,981
100	5.282	4.140	1.142	24.6%	0.169	3.6%	44%	False	False	26,841
120	5.789	4.140	1.649	35.5%	0.162	3.5%	30%	False	False	23,019

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	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.675
2.618	5.349
1.618	5.149
1.000	5.025
0.618	4.949
HIGH	4.825
0.618	4.749
0.500	4.725
0.382	4.701
LOW	4.625
0.618	4.501
1.000	4.425
1.618	4.301
2.618	4.101
4.250	3.775

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	4.725	4.816
PP	4.696	4.757
S1	4.668	4.698

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

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