NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	5.688	5.646	-0.042	-0.7%	5.870
High	5.731	5.755	0.024	0.4%	5.940
Low	5.627	5.596	-0.031	-0.6%	5.370
Close	5.688	5.646	-0.042	-0.7%	5.390
Range	0.104	0.159	0.055	52.9%	0.570
ATR	0.183	0.181	-0.002	-0.9%	0.000
Volume	1,479	3,114	1,635	110.5%	13,059

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.143	6.053	5.733
R3	5.984	5.894	5.690
R2	5.825	5.825	5.675
R1	5.735	5.735	5.661	5.726
PP	5.666	5.666	5.666	5.661
S1	5.576	5.576	5.631	5.567
S2	5.507	5.507	5.617
S3	5.348	5.417	5.602
S4	5.189	5.258	5.559

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	5.755	5.370	0.385	6.8%	0.133	2.4%	72%	True	False	2,414
10	5.951	5.370	0.581	10.3%	0.137	2.4%	48%	False	False	2,269
20	6.111	5.370	0.741	13.1%	0.148	2.6%	37%	False	False	2,453
40	6.111	5.103	1.008	17.9%	0.168	3.0%	54%	False	False	2,717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6.431
2.618	6.171
1.618	6.012
1.000	5.914
0.618	5.853
HIGH	5.755
0.618	5.694
0.500	5.676
0.382	5.657
LOW	5.596
0.618	5.498
1.000	5.437
1.618	5.339
2.618	5.180
4.250	4.920

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	5.676	5.643
PP	5.666	5.639
S1	5.656	5.636

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

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