NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	4.237	4.161	-0.076	-1.8%	4.336
High	4.375	4.177	-0.198	-4.5%	4.375
Low	4.141	4.109	-0.032	-0.8%	4.109
Close	4.171	4.133	-0.038	-0.9%	4.133
Range	0.234	0.068	-0.166	-70.9%	0.266
ATR	0.168	0.161	-0.007	-4.2%	0.000
Volume	104,664	49,991	-54,673	-52.2%	420,401

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.344	4.306	4.170
R3	4.276	4.238	4.152
R2	4.208	4.208	4.145
R1	4.170	4.170	4.139	4.155
PP	4.140	4.140	4.140	4.132
S1	4.102	4.102	4.127	4.087
S2	4.072	4.072	4.121
S3	4.004	4.034	4.114
S4	3.936	3.966	4.096

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.004	4.834	4.279
R3	4.738	4.568	4.206
R2	4.472	4.472	4.182
R1	4.302	4.302	4.157	4.254
PP	4.206	4.206	4.206	4.182
S1	4.036	4.036	4.109	3.988
S2	3.940	3.940	4.084
S3	3.674	3.770	4.060
S4	3.408	3.504	3.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.375	4.109	0.266	6.4%	0.144	3.5%	9%	False	True	84,080
10	4.548	4.109	0.439	10.6%	0.139	3.4%	5%	False	True	99,982
20	5.007	4.109	0.898	21.7%	0.164	4.0%	3%	False	True	99,950
40	5.007	4.109	0.898	21.7%	0.174	4.2%	3%	False	True	71,250
60	5.282	4.109	1.173	28.4%	0.184	4.4%	2%	False	True	57,816
80	5.282	4.109	1.173	28.4%	0.177	4.3%	2%	False	True	47,329
100	5.282	4.109	1.173	28.4%	0.175	4.2%	2%	False	True	39,494
120	5.282	4.109	1.173	28.4%	0.165	4.0%	2%	False	True	33,793

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Narrowest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	4.466
2.618	4.355
1.618	4.287
1.000	4.245
0.618	4.219
HIGH	4.177
0.618	4.151
0.500	4.143
0.382	4.135
LOW	4.109
0.618	4.067
1.000	4.041
1.618	3.999
2.618	3.931
4.250	3.820

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	4.143	4.242
PP	4.140	4.206
S1	4.136	4.169

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

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