NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	4.655	4.561	-0.094	-2.0%	4.531
High	4.665	4.634	-0.031	-0.7%	4.719
Low	4.552	4.511	-0.041	-0.9%	4.454
Close	4.580	4.612	0.032	0.7%	4.580
Range	0.113	0.123	0.010	8.8%	0.265
ATR	0.186	0.181	-0.004	-2.4%	0.000
Volume	144,101	78,012	-66,089	-45.9%	590,696

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.955	4.906	4.680
R3	4.832	4.783	4.646
R2	4.709	4.709	4.635
R1	4.660	4.660	4.623	4.685
PP	4.586	4.586	4.586	4.598
S1	4.537	4.537	4.601	4.562
S2	4.463	4.463	4.589
S3	4.340	4.414	4.578
S4	4.217	4.291	4.544

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	4.466	0.253	5.5%	0.156	3.4%	58%	False	False	111,008
10	4.719	4.288	0.431	9.3%	0.164	3.6%	75%	False	False	112,552
20	4.923	4.288	0.635	13.8%	0.189	4.1%	51%	False	False	104,709
40	5.249	4.285	0.964	20.9%	0.199	4.3%	34%	False	False	75,843
60	5.249	4.070	1.179	25.6%	0.183	4.0%	46%	False	False	57,073
80	5.249	4.070	1.179	25.6%	0.184	4.0%	46%	False	False	45,980
100	5.249	4.070	1.179	25.6%	0.170	3.7%	46%	False	False	37,909
120	5.864	4.070	1.794	38.9%	0.163	3.5%	30%	False	False	32,173

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.157
2.618	4.956
1.618	4.833
1.000	4.757
0.618	4.710
HIGH	4.634
0.618	4.587
0.500	4.573
0.382	4.558
LOW	4.511
0.618	4.435
1.000	4.388
1.618	4.312
2.618	4.189
4.250	3.988

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	4.599	4.614
PP	4.586	4.613
S1	4.573	4.613

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

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