NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	4.336	4.226	-0.110	-2.5%	4.452
High	4.350	4.322	-0.028	-0.6%	4.548
Low	4.182	4.186	0.004	0.1%	4.257
Close	4.228	4.267	0.039	0.9%	4.328
Range	0.168	0.136	-0.032	-19.0%	0.291
ATR	0.169	0.167	-0.002	-1.4%	0.000
Volume	96,592	93,235	-3,357	-3.5%	579,423

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.666	4.603	4.342
R3	4.530	4.467	4.304
R2	4.394	4.394	4.292
R1	4.331	4.331	4.279	4.363
PP	4.258	4.258	4.258	4.274
S1	4.195	4.195	4.255	4.227
S2	4.122	4.122	4.242
S3	3.986	4.059	4.230
S4	3.850	3.923	4.192

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	4.376	4.182	0.194	4.5%	0.119	2.8%	44%	False	False	96,909
10	4.825	4.182	0.643	15.1%	0.156	3.6%	13%	False	False	110,020
20	5.007	4.182	0.825	19.3%	0.167	3.9%	10%	False	False	97,821
40	5.010	4.182	0.828	19.4%	0.176	4.1%	10%	False	False	67,165
60	5.282	4.168	1.114	26.1%	0.183	4.3%	9%	False	False	54,549
80	5.282	4.140	1.142	26.8%	0.176	4.1%	11%	False	False	44,688
100	5.282	4.140	1.142	26.8%	0.175	4.1%	11%	False	False	37,384
120	5.282	4.140	1.142	26.8%	0.164	3.8%	11%	False	False	31,936

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.900
2.618	4.678
1.618	4.542
1.000	4.458
0.618	4.406
HIGH	4.322
0.618	4.270
0.500	4.254
0.382	4.238
LOW	4.186
0.618	4.102
1.000	4.050
1.618	3.966
2.618	3.830
4.250	3.608

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	4.263	4.267
PP	4.258	4.266
S1	4.254	4.266

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

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