NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	4.531	4.515	-0.016	-0.4%	4.421
High	4.555	4.617	0.062	1.4%	4.659
Low	4.454	4.466	0.012	0.3%	4.288
Close	4.510	4.590	0.080	1.8%	4.519
Range	0.101	0.151	0.050	49.5%	0.371
ATR	0.194	0.191	-0.003	-1.6%	0.000
Volume	113,667	91,179	-22,488	-19.8%	529,425

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.011	4.951	4.673
R3	4.860	4.800	4.632
R2	4.709	4.709	4.618
R1	4.649	4.649	4.604	4.679
PP	4.558	4.558	4.558	4.573
S1	4.498	4.498	4.576	4.528
S2	4.407	4.407	4.562
S3	4.256	4.347	4.548
S4	4.105	4.196	4.507

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	8.1%	0.172	3.7%	81%	False	False	118,758
10	4.780	4.288	0.492	10.7%	0.172	3.7%	61%	False	False	106,898
20	4.934	4.288	0.646	14.1%	0.190	4.1%	47%	False	False	91,914
40	5.249	4.108	1.141	24.9%	0.197	4.3%	42%	False	False	65,986
60	5.249	4.070	1.179	25.7%	0.184	4.0%	44%	False	False	49,977
80	5.249	4.070	1.179	25.7%	0.182	4.0%	44%	False	False	40,462
100	5.249	4.070	1.179	25.7%	0.168	3.7%	44%	False	False	33,408
120	5.864	4.070	1.794	39.1%	0.162	3.5%	29%	False	False	28,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.259
2.618	5.012
1.618	4.861
1.000	4.768
0.618	4.710
HIGH	4.617
0.618	4.559
0.500	4.542
0.382	4.524
LOW	4.466
0.618	4.373
1.000	4.315
1.618	4.222
2.618	4.071
4.250	3.824

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	4.574	4.579
PP	4.558	4.568
S1	4.542	4.557

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

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