NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	5.790	5.911	0.121	2.1%	5.762
High	5.851	5.951	0.100	1.7%	5.951
Low	5.701	5.818	0.117	2.1%	5.696
Close	5.784	5.911	0.127	2.2%	5.911
Range	0.150	0.133	-0.017	-11.3%	0.255
ATR	0.194	0.192	-0.002	-1.0%	0.000
Volume	1,525	1,667	142	9.3%	6,946

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.292	6.235	5.984
R3	6.159	6.102	5.948
R2	6.026	6.026	5.935
R1	5.969	5.969	5.923	5.978
PP	5.893	5.893	5.893	5.898
S1	5.836	5.836	5.899	5.845
S2	5.760	5.760	5.887
S3	5.627	5.703	5.874
S4	5.494	5.570	5.838

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.618	6.519	6.051
R3	6.363	6.264	5.981
R2	6.108	6.108	5.958
R1	6.009	6.009	5.934	6.059
PP	5.853	5.853	5.853	5.877
S1	5.754	5.754	5.888	5.804
S2	5.598	5.598	5.864
S3	5.343	5.499	5.841
S4	5.088	5.244	5.771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.951	5.696	0.255	4.3%	0.117	2.0%	84%	True	False	1,808
10	5.980	5.622	0.358	6.1%	0.153	2.6%	81%	False	False	1,933
20	6.111	5.622	0.489	8.3%	0.159	2.7%	59%	False	False	2,563
40	6.111	4.920	1.191	20.1%	0.180	3.0%	83%	False	False	2,582

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.516
2.618	6.299
1.618	6.166
1.000	6.084
0.618	6.033
HIGH	5.951
0.618	5.900
0.500	5.885
0.382	5.869
LOW	5.818
0.618	5.736
1.000	5.685
1.618	5.603
2.618	5.470
4.250	5.253

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	5.902	5.882
PP	5.893	5.853
S1	5.885	5.824

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

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