NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	4.275	4.237	-0.038	-0.9%	4.452
High	4.308	4.375	0.067	1.6%	4.548
Low	4.196	4.141	-0.055	-1.3%	4.257
Close	4.239	4.171	-0.068	-1.6%	4.328
Range	0.112	0.234	0.122	108.9%	0.291
ATR	0.163	0.168	0.005	3.1%	0.000
Volume	75,919	104,664	28,745	37.9%	579,423

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.931	4.785	4.300
R3	4.697	4.551	4.235
R2	4.463	4.463	4.214
R1	4.317	4.317	4.192	4.273
PP	4.229	4.229	4.229	4.207
S1	4.083	4.083	4.150	4.039
S2	3.995	3.995	4.128
S3	3.761	3.849	4.107
S4	3.527	3.615	4.042

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	4.375	4.141	0.234	5.6%	0.145	3.5%	13%	True	True	86,845
10	4.646	4.141	0.505	12.1%	0.151	3.6%	6%	False	True	105,314
20	5.007	4.141	0.866	20.8%	0.166	4.0%	3%	False	True	100,980
40	5.007	4.141	0.866	20.8%	0.176	4.2%	3%	False	True	70,579
60	5.282	4.141	1.141	27.4%	0.185	4.4%	3%	False	True	57,192
80	5.282	4.140	1.142	27.4%	0.177	4.3%	3%	False	False	46,791
100	5.282	4.140	1.142	27.4%	0.176	4.2%	3%	False	False	39,061
120	5.282	4.140	1.142	27.4%	0.165	3.9%	3%	False	False	33,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.370
2.618	4.988
1.618	4.754
1.000	4.609
0.618	4.520
HIGH	4.375
0.618	4.286
0.500	4.258
0.382	4.230
LOW	4.141
0.618	3.996
1.000	3.907
1.618	3.762
2.618	3.528
4.250	3.147

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	4.258	4.258
PP	4.229	4.229
S1	4.200	4.200

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

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