NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	4.040	3.900	-0.140	-3.5%	4.336
High	4.056	3.935	-0.121	-3.0%	4.375
Low	3.838	3.791	-0.047	-1.2%	4.109
Close	3.871	3.817	-0.054	-1.4%	4.133
Range	0.218	0.144	-0.074	-33.9%	0.266
ATR	0.155	0.154	-0.001	-0.5%	0.000
Volume	77,557	50,927	-26,630	-34.3%	420,401

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.280	4.192	3.896
R3	4.136	4.048	3.857
R2	3.992	3.992	3.843
R1	3.904	3.904	3.830	3.876
PP	3.848	3.848	3.848	3.834
S1	3.760	3.760	3.804	3.732
S2	3.704	3.704	3.791
S3	3.560	3.616	3.777
S4	3.416	3.472	3.738

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	4.177	3.791	0.386	10.1%	0.119	3.1%	7%	False	True	59,411
10	4.375	3.791	0.584	15.3%	0.132	3.5%	4%	False	True	73,128
20	5.007	3.791	1.216	31.9%	0.159	4.2%	2%	False	True	95,692
40	5.007	3.791	1.216	31.9%	0.170	4.5%	2%	False	True	75,756
60	5.282	3.791	1.491	39.1%	0.182	4.8%	2%	False	True	60,736
80	5.282	3.791	1.491	39.1%	0.174	4.6%	2%	False	True	49,809
100	5.282	3.791	1.491	39.1%	0.171	4.5%	2%	False	True	41,588
120	5.282	3.791	1.491	39.1%	0.165	4.3%	2%	False	True	35,712

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.547
2.618	4.312
1.618	4.168
1.000	4.079
0.618	4.024
HIGH	3.935
0.618	3.880
0.500	3.863
0.382	3.846
LOW	3.791
0.618	3.702
1.000	3.647
1.618	3.558
2.618	3.414
4.250	3.179

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	3.863	3.941
PP	3.848	3.900
S1	3.832	3.858

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

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