NYMEX Natural Gas Future October 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	4.586	4.563	-0.023	-0.5%	4.530
High	4.598	4.640	0.042	0.9%	4.717
Low	4.515	4.504	-0.011	-0.2%	4.358
Close	4.556	4.619	0.063	1.4%	4.575
Range	0.083	0.136	0.053	63.9%	0.359
ATR	0.180	0.177	-0.003	-1.7%	0.000
Volume	28,376	24,965	-3,411	-12.0%	178,272

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.996	4.943	4.694
R3	4.860	4.807	4.656
R2	4.724	4.724	4.644
R1	4.671	4.671	4.631	4.698
PP	4.588	4.588	4.588	4.601
S1	4.535	4.535	4.607	4.562
S2	4.452	4.452	4.594
S3	4.316	4.399	4.582
S4	4.180	4.263	4.544

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.627	5.460	4.772
R3	5.268	5.101	4.674
R2	4.909	4.909	4.641
R1	4.742	4.742	4.608	4.826
PP	4.550	4.550	4.550	4.592
S1	4.383	4.383	4.542	4.467
S2	4.191	4.191	4.509
S3	3.832	4.024	4.476
S4	3.473	3.665	4.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.717	4.358	0.359	7.8%	0.160	3.5%	73%	False	False	36,081
10	4.863	4.358	0.505	10.9%	0.159	3.4%	52%	False	False	34,604
20	5.075	4.358	0.717	15.5%	0.174	3.8%	36%	False	False	29,515
40	5.345	4.270	1.075	23.3%	0.181	3.9%	32%	False	False	28,012
60	5.345	4.115	1.230	26.6%	0.174	3.8%	41%	False	False	24,773
80	5.345	4.115	1.230	26.6%	0.172	3.7%	41%	False	False	22,060
100	5.345	4.115	1.230	26.6%	0.161	3.5%	41%	False	False	19,765
120	6.000	4.115	1.885	40.8%	0.157	3.4%	27%	False	False	17,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.218
2.618	4.996
1.618	4.860
1.000	4.776
0.618	4.724
HIGH	4.640
0.618	4.588
0.500	4.572
0.382	4.556
LOW	4.504
0.618	4.420
1.000	4.368
1.618	4.284
2.618	4.148
4.250	3.926

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	4.603	4.616
PP	4.588	4.613
S1	4.572	4.611

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

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