NYMEX Natural Gas Future October 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	4.560	4.600	0.040	0.9%	4.586
High	4.750	4.686	-0.064	-1.3%	4.750
Low	4.556	4.569	0.013	0.3%	4.504
Close	4.672	4.600	-0.072	-1.5%	4.600
Range	0.194	0.117	-0.077	-39.7%	0.246
ATR	0.177	0.172	-0.004	-2.4%	0.000
Volume	35,290	32,824	-2,466	-7.0%	154,362

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.969	4.902	4.664
R3	4.852	4.785	4.632
R2	4.735	4.735	4.621
R1	4.668	4.668	4.611	4.659
PP	4.618	4.618	4.618	4.614
S1	4.551	4.551	4.589	4.542
S2	4.501	4.501	4.579
S3	4.384	4.434	4.568
S4	4.267	4.317	4.536

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.356	5.224	4.735
R3	5.110	4.978	4.668
R2	4.864	4.864	4.645
R1	4.732	4.732	4.623	4.798
PP	4.618	4.618	4.618	4.651
S1	4.486	4.486	4.577	4.552
S2	4.372	4.372	4.555
S3	4.126	4.240	4.532
S4	3.880	3.994	4.465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.750	4.504	0.246	5.3%	0.136	3.0%	39%	False	False	30,872
10	4.750	4.358	0.392	8.5%	0.151	3.3%	62%	False	False	33,263
20	5.028	4.358	0.670	14.6%	0.173	3.8%	36%	False	False	31,028
40	5.345	4.358	0.987	21.5%	0.183	4.0%	25%	False	False	29,498
60	5.345	4.115	1.230	26.7%	0.176	3.8%	39%	False	False	25,891
80	5.345	4.115	1.230	26.7%	0.174	3.8%	39%	False	False	22,839
100	5.345	4.115	1.230	26.7%	0.162	3.5%	39%	False	False	20,530
120	6.000	4.115	1.885	41.0%	0.157	3.4%	26%	False	False	18,593

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	0.031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.183
2.618	4.992
1.618	4.875
1.000	4.803
0.618	4.758
HIGH	4.686
0.618	4.641
0.500	4.628
0.382	4.614
LOW	4.569
0.618	4.497
1.000	4.452
1.618	4.380
2.618	4.263
4.250	4.072

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	4.628	4.638
PP	4.618	4.625
S1	4.609	4.613

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

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