NYMEX Natural Gas Future October 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	4.600	4.575	-0.025	-0.5%	4.586
High	4.686	4.639	-0.047	-1.0%	4.750
Low	4.569	4.536	-0.033	-0.7%	4.504
Close	4.600	4.620	0.020	0.4%	4.600
Range	0.117	0.103	-0.014	-12.0%	0.246
ATR	0.172	0.167	-0.005	-2.9%	0.000
Volume	32,824	18,193	-14,631	-44.6%	154,362

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.907	4.867	4.677
R3	4.804	4.764	4.648
R2	4.701	4.701	4.639
R1	4.661	4.661	4.629	4.681
PP	4.598	4.598	4.598	4.609
S1	4.558	4.558	4.611	4.578
S2	4.495	4.495	4.601
S3	4.392	4.455	4.592
S4	4.289	4.352	4.563

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%	0.140	3.0%	47%	False	False	28,835
10	4.750	4.358	0.392	8.5%	0.153	3.3%	67%	False	False	31,919
20	5.004	4.358	0.646	14.0%	0.172	3.7%	41%	False	False	31,174
40	5.345	4.358	0.987	21.4%	0.181	3.9%	27%	False	False	29,538
60	5.345	4.115	1.230	26.6%	0.171	3.7%	41%	False	False	26,006
80	5.345	4.115	1.230	26.6%	0.173	3.7%	41%	False	False	22,882
100	5.345	4.115	1.230	26.6%	0.162	3.5%	41%	False	False	20,607
120	6.000	4.115	1.885	40.8%	0.157	3.4%	27%	False	False	18,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.077
2.618	4.909
1.618	4.806
1.000	4.742
0.618	4.703
HIGH	4.639
0.618	4.600
0.500	4.588
0.382	4.575
LOW	4.536
0.618	4.472
1.000	4.433
1.618	4.369
2.618	4.266
4.250	4.098

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	4.609	4.643
PP	4.598	4.635
S1	4.588	4.628

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

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