NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	4.736	4.610	-0.126	-2.7%	4.988
High	4.825	4.646	-0.179	-3.7%	5.007
Low	4.556	4.456	-0.100	-2.2%	4.456
Close	4.598	4.467	-0.131	-2.8%	4.467
Range	0.269	0.190	-0.079	-29.4%	0.551
ATR	0.187	0.188	0.000	0.1%	0.000
Volume	136,631	103,316	-33,315	-24.4%	537,317

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.093	4.970	4.572
R3	4.903	4.780	4.519
R2	4.713	4.713	4.502
R1	4.590	4.590	4.484	4.557
PP	4.523	4.523	4.523	4.506
S1	4.400	4.400	4.450	4.367
S2	4.333	4.333	4.432
S3	4.143	4.210	4.415
S4	3.953	4.020	4.363

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.296	5.933	4.770
R3	5.745	5.382	4.619
R2	5.194	5.194	4.568
R1	4.831	4.831	4.518	4.737
PP	4.643	4.643	4.643	4.597
S1	4.280	4.280	4.416	4.186
S2	4.092	4.092	4.366
S3	3.541	3.729	4.315
S4	2.990	3.178	4.164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.007	4.456	0.551	12.3%	0.222	5.0%	2%	False	True	107,463
10	5.007	4.456	0.551	12.3%	0.189	4.2%	2%	False	True	99,919
20	5.007	4.290	0.717	16.1%	0.173	3.9%	25%	False	False	78,892
40	5.282	4.290	0.992	22.2%	0.188	4.2%	18%	False	False	53,206
60	5.282	4.168	1.114	24.9%	0.186	4.2%	27%	False	False	43,972
80	5.282	4.140	1.142	25.6%	0.177	4.0%	29%	False	False	35,760
100	5.282	4.140	1.142	25.6%	0.173	3.9%	29%	False	False	30,005
120	5.656	4.140	1.516	33.9%	0.163	3.6%	22%	False	False	25,705

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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.454
2.618	5.143
1.618	4.953
1.000	4.836
0.618	4.763
HIGH	4.646
0.618	4.573
0.500	4.551
0.382	4.529
LOW	4.456
0.618	4.339
1.000	4.266
1.618	4.149
2.618	3.959
4.250	3.649

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	4.551	4.641
PP	4.523	4.583
S1	4.495	4.525

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

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