NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	4.616	4.527	-0.089	-1.9%	4.421
High	4.662	4.719	0.057	1.2%	4.659
Low	4.480	4.509	0.029	0.6%	4.288
Close	4.513	4.643	0.130	2.9%	4.519
Range	0.182	0.210	0.028	15.4%	0.371
ATR	0.190	0.192	0.001	0.7%	0.000
Volume	120,798	120,951	153	0.1%	529,425

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.254	5.158	4.759
R3	5.044	4.948	4.701
R2	4.834	4.834	4.682
R1	4.738	4.738	4.662	4.786
PP	4.624	4.624	4.624	4.648
S1	4.528	4.528	4.624	4.576
S2	4.414	4.414	4.605
S3	4.204	4.318	4.585
S4	3.994	4.108	4.528

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	4.719	4.454	0.265	5.7%	0.166	3.6%	71%	True	False	126,784
10	4.719	4.288	0.431	9.3%	0.162	3.5%	82%	True	False	110,162
20	4.934	4.288	0.646	13.9%	0.193	4.2%	55%	False	False	98,732
40	5.249	4.212	1.037	22.3%	0.201	4.3%	42%	False	False	71,130
60	5.249	4.070	1.179	25.4%	0.187	4.0%	49%	False	False	53,750
80	5.249	4.070	1.179	25.4%	0.185	4.0%	49%	False	False	43,360
100	5.249	4.070	1.179	25.4%	0.169	3.6%	49%	False	False	35,768
120	5.864	4.070	1.794	38.6%	0.163	3.5%	32%	False	False	30,350

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.612
2.618	5.269
1.618	5.059
1.000	4.929
0.618	4.849
HIGH	4.719
0.618	4.639
0.500	4.614
0.382	4.589
LOW	4.509
0.618	4.379
1.000	4.299
1.618	4.169
2.618	3.959
4.250	3.617

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	4.633	4.626
PP	4.624	4.609
S1	4.614	4.593

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

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