NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	5.455	5.656	0.201	3.7%	5.870
High	5.517	5.660	0.143	2.6%	5.940
Low	5.370	5.516	0.146	2.7%	5.370
Close	5.390	5.656	0.266	4.9%	5.390
Range	0.147	0.144	-0.003	-2.0%	0.570
ATR	0.183	0.189	0.006	3.4%	0.000
Volume	2,534	1,849	-685	-27.0%	13,059

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.043	5.993	5.735
R3	5.899	5.849	5.696
R2	5.755	5.755	5.682
R1	5.705	5.705	5.669	5.728
PP	5.611	5.611	5.611	5.622
S1	5.561	5.561	5.643	5.584
S2	5.467	5.467	5.630
S3	5.323	5.417	5.616
S4	5.179	5.273	5.577

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.277	6.903	5.704
R3	6.707	6.333	5.547
R2	6.137	6.137	5.495
R1	5.763	5.763	5.442	5.665
PP	5.567	5.567	5.567	5.518
S1	5.193	5.193	5.338	5.095
S2	4.997	4.997	5.286
S3	4.427	4.623	5.233
S4	3.857	4.053	5.077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.780	5.370	0.410	7.2%	0.141	2.5%	70%	False	False	2,316
10	5.951	5.370	0.581	10.3%	0.133	2.4%	49%	False	False	2,185
20	6.111	5.370	0.741	13.1%	0.149	2.6%	39%	False	False	2,527
40	6.111	4.920	1.191	21.1%	0.167	3.0%	62%	False	False	2,734

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.272
2.618	6.037
1.618	5.893
1.000	5.804
0.618	5.749
HIGH	5.660
0.618	5.605
0.500	5.588
0.382	5.571
LOW	5.516
0.618	5.427
1.000	5.372
1.618	5.283
2.618	5.139
4.250	4.904

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	5.633	5.609
PP	5.611	5.562
S1	5.588	5.515

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

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