NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	4.317	4.279	-0.038	-0.9%	4.452
High	4.363	4.342	-0.021	-0.5%	4.548
Low	4.264	4.269	0.005	0.1%	4.257
Close	4.296	4.328	0.032	0.7%	4.328
Range	0.099	0.073	-0.026	-26.3%	0.291
ATR	0.176	0.169	-0.007	-4.2%	0.000
Volume	120,281	63,817	-56,464	-46.9%	579,423

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.532	4.503	4.368
R3	4.459	4.430	4.348
R2	4.386	4.386	4.341
R1	4.357	4.357	4.335	4.372
PP	4.313	4.313	4.313	4.320
S1	4.284	4.284	4.321	4.299
S2	4.240	4.240	4.315
S3	4.167	4.211	4.308
S4	4.094	4.138	4.288

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.251	5.080	4.488
R3	4.960	4.789	4.408
R2	4.669	4.669	4.381
R1	4.498	4.498	4.355	4.438
PP	4.378	4.378	4.378	4.348
S1	4.207	4.207	4.301	4.147
S2	4.087	4.087	4.275
S3	3.796	3.916	4.248
S4	3.505	3.625	4.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.548	4.257	0.291	6.7%	0.134	3.1%	24%	False	False	115,884
10	5.007	4.257	0.750	17.3%	0.178	4.1%	9%	False	False	111,674
20	5.007	4.257	0.750	17.3%	0.164	3.8%	9%	False	False	94,059
40	5.269	4.257	1.012	23.4%	0.183	4.2%	7%	False	False	63,585
60	5.282	4.168	1.114	25.7%	0.183	4.2%	14%	False	False	51,855
80	5.282	4.140	1.142	26.4%	0.177	4.1%	16%	False	False	42,506
100	5.282	4.140	1.142	26.4%	0.174	4.0%	16%	False	False	35,572
120	5.282	4.140	1.142	26.4%	0.163	3.8%	16%	False	False	30,395

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.051
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	4.652
2.618	4.533
1.618	4.460
1.000	4.415
0.618	4.387
HIGH	4.342
0.618	4.314
0.500	4.306
0.382	4.297
LOW	4.269
0.618	4.224
1.000	4.196
1.618	4.151
2.618	4.078
4.250	3.959

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	4.321	4.324
PP	4.313	4.320
S1	4.306	4.317

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

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