NYMEX Natural Gas Future August 2010

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

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	5.911	5.870	-0.041	-0.7%	5.762
High	5.951	5.940	-0.011	-0.2%	5.951
Low	5.818	5.819	0.001	0.0%	5.696
Close	5.911	5.849	-0.062	-1.0%	5.911
Range	0.133	0.121	-0.012	-9.0%	0.255
ATR	0.192	0.187	-0.005	-2.6%	0.000
Volume	1,667	3,324	1,657	99.4%	6,946

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.232	6.162	5.916
R3	6.111	6.041	5.882
R2	5.990	5.990	5.871
R1	5.920	5.920	5.860	5.895
PP	5.869	5.869	5.869	5.857
S1	5.799	5.799	5.838	5.774
S2	5.748	5.748	5.827
S3	5.627	5.678	5.816
S4	5.506	5.557	5.782

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	4.4%	0.126	2.2%	60%	False	False	2,054
10	5.960	5.622	0.338	5.8%	0.147	2.5%	67%	False	False	2,003
20	6.111	5.622	0.489	8.4%	0.155	2.7%	46%	False	False	2,621
40	6.111	4.920	1.191	20.4%	0.180	3.1%	78%	False	False	2,649

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.454
2.618	6.257
1.618	6.136
1.000	6.061
0.618	6.015
HIGH	5.940
0.618	5.894
0.500	5.880
0.382	5.865
LOW	5.819
0.618	5.744
1.000	5.698
1.618	5.623
2.618	5.502
4.250	5.305

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	5.880	5.841
PP	5.869	5.834
S1	5.859	5.826

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

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