NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	4.612	4.685	0.073	1.6%	4.531
High	4.689	4.881	0.192	4.1%	4.719
Low	4.600	4.679	0.079	1.7%	4.454
Close	4.675	4.774	0.099	2.1%	4.580
Range	0.089	0.202	0.113	127.0%	0.265
ATR	0.175	0.177	0.002	1.3%	0.000
Volume	77,179	65,649	-11,530	-14.9%	590,696

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.384	5.281	4.885
R3	5.182	5.079	4.830
R2	4.980	4.980	4.811
R1	4.877	4.877	4.793	4.929
PP	4.778	4.778	4.778	4.804
S1	4.675	4.675	4.755	4.727
S2	4.576	4.576	4.737
S3	4.374	4.473	4.718
S4	4.172	4.271	4.663

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	4.881	4.509	0.372	7.8%	0.147	3.1%	71%	True	False	97,178
10	4.881	4.288	0.593	12.4%	0.169	3.5%	82%	True	False	109,015
20	4.923	4.288	0.635	13.3%	0.185	3.9%	77%	False	False	105,016
40	5.249	4.285	0.964	20.2%	0.198	4.1%	51%	False	False	78,230
60	5.249	4.070	1.179	24.7%	0.183	3.8%	60%	False	False	58,860
80	5.249	4.070	1.179	24.7%	0.180	3.8%	60%	False	False	47,441
100	5.249	4.070	1.179	24.7%	0.170	3.6%	60%	False	False	39,235
120	5.864	4.070	1.794	37.6%	0.162	3.4%	39%	False	False	33,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.740
2.618	5.410
1.618	5.208
1.000	5.083
0.618	5.006
HIGH	4.881
0.618	4.804
0.500	4.780
0.382	4.756
LOW	4.679
0.618	4.554
1.000	4.477
1.618	4.352
2.618	4.150
4.250	3.821

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	4.780	4.748
PP	4.778	4.722
S1	4.776	4.696

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

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