NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	4.085	4.040	-0.045	-1.1%	4.336
High	4.091	4.056	-0.035	-0.9%	4.375
Low	4.027	3.838	-0.189	-4.7%	4.109
Close	4.039	3.871	-0.168	-4.2%	4.133
Range	0.064	0.218	0.154	240.6%	0.266
ATR	0.150	0.155	0.005	3.2%	0.000
Volume	50,081	77,557	27,476	54.9%	420,401

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.576	4.441	3.991
R3	4.358	4.223	3.931
R2	4.140	4.140	3.911
R1	4.005	4.005	3.891	3.964
PP	3.922	3.922	3.922	3.901
S1	3.787	3.787	3.851	3.746
S2	3.704	3.704	3.831
S3	3.486	3.569	3.811
S4	3.268	3.351	3.751

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	3.838	0.537	13.9%	0.137	3.5%	6%	False	True	70,158
10	4.375	3.838	0.537	13.9%	0.127	3.3%	6%	False	True	80,063
20	5.007	3.838	1.169	30.2%	0.161	4.2%	3%	False	True	101,098
40	5.007	3.838	1.169	30.2%	0.171	4.4%	3%	False	True	75,105
60	5.282	3.838	1.444	37.3%	0.182	4.7%	2%	False	True	60,201
80	5.282	3.838	1.444	37.3%	0.173	4.5%	2%	False	True	49,269
100	5.282	3.838	1.444	37.3%	0.172	4.4%	2%	False	True	41,168
120	5.282	3.838	1.444	37.3%	0.165	4.3%	2%	False	True	35,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.983
2.618	4.627
1.618	4.409
1.000	4.274
0.618	4.191
HIGH	4.056
0.618	3.973
0.500	3.947
0.382	3.921
LOW	3.838
0.618	3.703
1.000	3.620
1.618	3.485
2.618	3.267
4.250	2.912

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	3.947	3.984
PP	3.922	3.946
S1	3.896	3.909

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

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