NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	5.610	5.476	-0.134	-2.4%	5.762
High	5.610	5.500	-0.110	-2.0%	5.951
Low	5.448	5.390	-0.058	-1.1%	5.696
Close	5.485	5.404	-0.081	-1.5%	5.911
Range	0.162	0.110	-0.052	-32.1%	0.255
ATR	0.191	0.185	-0.006	-3.0%	0.000
Volume	2,381	3,097	716	30.1%	6,946

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.761	5.693	5.465
R3	5.651	5.583	5.434
R2	5.541	5.541	5.424
R1	5.473	5.473	5.414	5.452
PP	5.431	5.431	5.431	5.421
S1	5.363	5.363	5.394	5.342
S2	5.321	5.321	5.384
S3	5.211	5.253	5.374
S4	5.101	5.143	5.344

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	5.390	0.561	10.4%	0.133	2.5%	2%	False	True	2,438
10	5.960	5.390	0.570	10.5%	0.137	2.5%	2%	False	True	2,138
20	6.111	5.390	0.721	13.3%	0.158	2.9%	2%	False	True	2,511
40	6.111	4.920	1.191	22.0%	0.169	3.1%	41%	False	False	2,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.031
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.968
2.618	5.788
1.618	5.678
1.000	5.610
0.618	5.568
HIGH	5.500
0.618	5.458
0.500	5.445
0.382	5.432
LOW	5.390
0.618	5.322
1.000	5.280
1.618	5.212
2.618	5.102
4.250	4.923

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	5.445	5.585
PP	5.431	5.525
S1	5.418	5.464

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

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