NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	4.308	4.317	0.009	0.2%	4.988
High	4.376	4.363	-0.013	-0.3%	5.007
Low	4.257	4.264	0.007	0.2%	4.456
Close	4.326	4.296	-0.030	-0.7%	4.467
Range	0.119	0.099	-0.020	-16.8%	0.551
ATR	0.182	0.176	-0.006	-3.3%	0.000
Volume	110,624	120,281	9,657	8.7%	537,317

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.605	4.549	4.350
R3	4.506	4.450	4.323
R2	4.407	4.407	4.314
R1	4.351	4.351	4.305	4.330
PP	4.308	4.308	4.308	4.297
S1	4.252	4.252	4.287	4.231
S2	4.209	4.209	4.278
S3	4.110	4.153	4.269
S4	4.011	4.054	4.242

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	4.646	4.257	0.389	9.1%	0.157	3.7%	10%	False	False	123,784
10	5.007	4.257	0.750	17.5%	0.186	4.3%	5%	False	False	118,256
20	5.007	4.257	0.750	17.5%	0.170	3.9%	5%	False	False	95,650
40	5.269	4.257	1.012	23.6%	0.185	4.3%	4%	False	False	62,450
60	5.282	4.168	1.114	25.9%	0.185	4.3%	11%	False	False	51,190
80	5.282	4.140	1.142	26.6%	0.177	4.1%	14%	False	False	41,773
100	5.282	4.140	1.142	26.6%	0.174	4.1%	14%	False	False	34,979
120	5.282	4.140	1.142	26.6%	0.163	3.8%	14%	False	False	29,904

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.784
2.618	4.622
1.618	4.523
1.000	4.462
0.618	4.424
HIGH	4.363
0.618	4.325
0.500	4.314
0.382	4.302
LOW	4.264
0.618	4.203
1.000	4.165
1.618	4.104
2.618	4.005
4.250	3.843

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	4.314	4.317
PP	4.308	4.310
S1	4.302	4.303

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

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