NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	4.066	4.085	0.019	0.5%	4.336
High	4.129	4.091	-0.038	-0.9%	4.375
Low	4.029	4.027	-0.002	0.0%	4.109
Close	4.066	4.039	-0.027	-0.7%	4.133
Range	0.100	0.064	-0.036	-36.0%	0.266
ATR	0.157	0.150	-0.007	-4.2%	0.000
Volume	68,501	50,081	-18,420	-26.9%	420,401

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.244	4.206	4.074
R3	4.180	4.142	4.057
R2	4.116	4.116	4.051
R1	4.078	4.078	4.045	4.065
PP	4.052	4.052	4.052	4.046
S1	4.014	4.014	4.033	4.001
S2	3.988	3.988	4.027
S3	3.924	3.950	4.021
S4	3.860	3.886	4.004

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	4.027	0.348	8.6%	0.116	2.9%	3%	False	True	69,831
10	4.376	4.027	0.349	8.6%	0.117	2.9%	3%	False	True	83,370
20	5.007	4.027	0.980	24.3%	0.161	4.0%	1%	False	True	101,001
40	5.007	4.027	0.980	24.3%	0.171	4.2%	1%	False	True	73,517
60	5.282	4.027	1.255	31.1%	0.182	4.5%	1%	False	True	59,319
80	5.282	4.027	1.255	31.1%	0.172	4.3%	1%	False	True	48,474
100	5.282	4.027	1.255	31.1%	0.172	4.3%	1%	False	True	40,524
120	5.282	4.027	1.255	31.1%	0.164	4.0%	1%	False	True	34,724

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	0.035
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	4.363
2.618	4.259
1.618	4.195
1.000	4.155
0.618	4.131
HIGH	4.091
0.618	4.067
0.500	4.059
0.382	4.051
LOW	4.027
0.618	3.987
1.000	3.963
1.618	3.923
2.618	3.859
4.250	3.755

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	4.059	4.102
PP	4.052	4.081
S1	4.046	4.060

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

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