NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	4.527	4.655	0.128	2.8%	4.531
High	4.719	4.665	-0.054	-1.1%	4.719
Low	4.509	4.552	0.043	1.0%	4.454
Close	4.643	4.580	-0.063	-1.4%	4.580
Range	0.210	0.113	-0.097	-46.2%	0.265
ATR	0.192	0.186	-0.006	-2.9%	0.000
Volume	120,951	144,101	23,150	19.1%	590,696

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.938	4.872	4.642
R3	4.825	4.759	4.611
R2	4.712	4.712	4.601
R1	4.646	4.646	4.590	4.623
PP	4.599	4.599	4.599	4.587
S1	4.533	4.533	4.570	4.510
S2	4.486	4.486	4.559
S3	4.373	4.420	4.549
S4	4.260	4.307	4.518

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.379	5.245	4.726
R3	5.114	4.980	4.653
R2	4.849	4.849	4.629
R1	4.715	4.715	4.604	4.782
PP	4.584	4.584	4.584	4.618
S1	4.450	4.450	4.556	4.517
S2	4.319	4.319	4.531
S3	4.054	4.185	4.507
S4	3.789	3.920	4.434

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	5.8%	0.151	3.3%	48%	False	False	118,139
10	4.719	4.288	0.431	9.4%	0.162	3.5%	68%	False	False	112,012
20	4.934	4.288	0.646	14.1%	0.191	4.2%	45%	False	False	102,984
40	5.249	4.229	1.020	22.3%	0.200	4.4%	34%	False	False	74,351
60	5.249	4.070	1.179	25.7%	0.187	4.1%	43%	False	False	55,985
80	5.249	4.070	1.179	25.7%	0.185	4.0%	43%	False	False	45,073
100	5.249	4.070	1.179	25.7%	0.169	3.7%	43%	False	False	37,166
120	5.864	4.070	1.794	39.2%	0.162	3.5%	28%	False	False	31,536

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

Fibonacci Retracements and Extensions
4.250	5.145
2.618	4.961
1.618	4.848
1.000	4.778
0.618	4.735
HIGH	4.665
0.618	4.622
0.500	4.609
0.382	4.595
LOW	4.552
0.618	4.482
1.000	4.439
1.618	4.369
2.618	4.256
4.250	4.072

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	4.609	4.600
PP	4.599	4.593
S1	4.590	4.587

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

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