NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	4.610	4.452	-0.158	-3.4%	4.988
High	4.646	4.548	-0.098	-2.1%	5.007
Low	4.456	4.263	-0.193	-4.3%	4.456
Close	4.467	4.309	-0.158	-3.5%	4.467
Range	0.190	0.285	0.095	50.0%	0.551
ATR	0.188	0.195	0.007	3.7%	0.000
Volume	103,316	157,735	54,419	52.7%	537,317

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.228	5.054	4.466
R3	4.943	4.769	4.387
R2	4.658	4.658	4.361
R1	4.484	4.484	4.335	4.429
PP	4.373	4.373	4.373	4.346
S1	4.199	4.199	4.283	4.144
S2	4.088	4.088	4.257
S3	3.803	3.914	4.231
S4	3.518	3.629	4.152

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	4.825	4.263	0.562	13.0%	0.214	5.0%	8%	False	True	121,108
10	5.007	4.263	0.744	17.3%	0.205	4.8%	6%	False	True	111,373
20	5.007	4.263	0.744	17.3%	0.182	4.2%	6%	False	True	84,965
40	5.282	4.263	1.019	23.6%	0.192	4.5%	5%	False	True	55,933
60	5.282	4.168	1.114	25.9%	0.187	4.3%	13%	False	False	46,240
80	5.282	4.140	1.142	26.5%	0.178	4.1%	15%	False	False	37,600
100	5.282	4.140	1.142	26.5%	0.175	4.1%	15%	False	False	31,551
120	5.613	4.140	1.473	34.2%	0.164	3.8%	11%	False	False	26,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.759
2.618	5.294
1.618	5.009
1.000	4.833
0.618	4.724
HIGH	4.548
0.618	4.439
0.500	4.406
0.382	4.372
LOW	4.263
0.618	4.087
1.000	3.978
1.618	3.802
2.618	3.517
4.250	3.052

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	4.406	4.544
PP	4.373	4.466
S1	4.341	4.387

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

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