NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	4.319	4.614	0.295	6.8%	4.421
High	4.623	4.659	0.036	0.8%	4.659
Low	4.288	4.472	0.184	4.3%	4.288
Close	4.586	4.519	-0.067	-1.5%	4.519
Range	0.335	0.187	-0.148	-44.2%	0.371
ATR	0.202	0.201	-0.001	-0.5%	0.000
Volume	91,294	187,328	96,034	105.2%	529,425

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.111	5.002	4.622
R3	4.924	4.815	4.570
R2	4.737	4.737	4.553
R1	4.628	4.628	4.536	4.589
PP	4.550	4.550	4.550	4.531
S1	4.441	4.441	4.502	4.402
S2	4.363	4.363	4.485
S3	4.176	4.254	4.468
S4	3.989	4.067	4.416

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.602	5.431	4.723
R3	5.231	5.060	4.621
R2	4.860	4.860	4.587
R1	4.689	4.689	4.553	4.775
PP	4.489	4.489	4.489	4.531
S1	4.318	4.318	4.485	4.404
S2	4.118	4.118	4.451
S3	3.747	3.947	4.417
S4	3.376	3.576	4.315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.659	4.288	0.371	8.2%	0.173	3.8%	62%	True	False	105,885
10	4.900	4.288	0.612	13.5%	0.197	4.4%	38%	False	False	109,737
20	5.240	4.288	0.952	21.1%	0.205	4.5%	24%	False	False	87,272
40	5.249	4.108	1.141	25.2%	0.198	4.4%	36%	False	False	61,931
60	5.249	4.070	1.179	26.1%	0.187	4.1%	38%	False	False	46,898
80	5.249	4.070	1.179	26.1%	0.182	4.0%	38%	False	False	37,999
100	5.249	4.070	1.179	26.1%	0.167	3.7%	38%	False	False	31,414
120	5.864	4.070	1.794	39.7%	0.162	3.6%	25%	False	False	26,710

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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.454
2.618	5.149
1.618	4.962
1.000	4.846
0.618	4.775
HIGH	4.659
0.618	4.588
0.500	4.566
0.382	4.543
LOW	4.472
0.618	4.356
1.000	4.285
1.618	4.169
2.618	3.982
4.250	3.677

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	4.566	4.504
PP	4.550	4.489
S1	4.535	4.474

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

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