NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	4.452	4.330	-0.122	-2.7%	4.988
High	4.548	4.370	-0.178	-3.9%	5.007
Low	4.263	4.276	0.013	0.3%	4.456
Close	4.309	4.297	-0.012	-0.3%	4.467
Range	0.285	0.094	-0.191	-67.0%	0.551
ATR	0.195	0.187	-0.007	-3.7%	0.000
Volume	157,735	126,966	-30,769	-19.5%	537,317

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.596	4.541	4.349
R3	4.502	4.447	4.323
R2	4.408	4.408	4.314
R1	4.353	4.353	4.306	4.334
PP	4.314	4.314	4.314	4.305
S1	4.259	4.259	4.288	4.240
S2	4.220	4.220	4.280
S3	4.126	4.165	4.271
S4	4.032	4.071	4.245

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	13.1%	0.192	4.5%	6%	False	False	123,131
10	5.007	4.263	0.744	17.3%	0.205	4.8%	5%	False	False	118,631
20	5.007	4.263	0.744	17.3%	0.179	4.2%	5%	False	False	89,802
40	5.282	4.263	1.019	23.7%	0.190	4.4%	3%	False	False	57,992
60	5.282	4.168	1.114	25.9%	0.186	4.3%	12%	False	False	47,961
80	5.282	4.140	1.142	26.6%	0.178	4.1%	14%	False	False	39,075
100	5.282	4.140	1.142	26.6%	0.174	4.1%	14%	False	False	32,792
120	5.419	4.140	1.279	29.8%	0.164	3.8%	12%	False	False	28,031

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.770
2.618	4.616
1.618	4.522
1.000	4.464
0.618	4.428
HIGH	4.370
0.618	4.334
0.500	4.323
0.382	4.312
LOW	4.276
0.618	4.218
1.000	4.182
1.618	4.124
2.618	4.030
4.250	3.877

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	4.323	4.455
PP	4.314	4.402
S1	4.306	4.350

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

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