NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	5.646	5.637	-0.009	-0.2%	5.870
High	5.755	5.663	-0.092	-1.6%	5.940
Low	5.596	5.487	-0.109	-1.9%	5.370
Close	5.646	5.637	-0.009	-0.2%	5.390
Range	0.159	0.176	0.017	10.7%	0.570
ATR	0.181	0.181	0.000	-0.2%	0.000
Volume	3,114	2,078	-1,036	-33.3%	13,059

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.124	6.056	5.734
R3	5.948	5.880	5.685
R2	5.772	5.772	5.669
R1	5.704	5.704	5.653	5.725
PP	5.596	5.596	5.596	5.606
S1	5.528	5.528	5.621	5.549
S2	5.420	5.420	5.605
S3	5.244	5.352	5.589
S4	5.068	5.176	5.540

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%	0.146	2.6%	69%	False	False	2,210
10	5.951	5.370	0.581	10.3%	0.140	2.5%	46%	False	False	2,324
20	6.111	5.370	0.741	13.1%	0.149	2.7%	36%	False	False	2,441
40	6.111	5.320	0.791	14.0%	0.164	2.9%	40%	False	False	2,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6.411
2.618	6.124
1.618	5.948
1.000	5.839
0.618	5.772
HIGH	5.663
0.618	5.596
0.500	5.575
0.382	5.554
LOW	5.487
0.618	5.378
1.000	5.311
1.618	5.202
2.618	5.026
4.250	4.739

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	5.616	5.632
PP	5.596	5.626
S1	5.575	5.621

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

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