NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	4.693	4.718	0.025	0.5%	4.586
High	4.880	4.892	0.012	0.2%	4.750
Low	4.679	4.716	0.037	0.8%	4.504
Close	4.743	4.848	0.105	2.2%	4.600
Range	0.201	0.176	-0.025	-12.4%	0.246
ATR	0.165	0.166	0.001	0.5%	0.000
Volume	28,718	63,599	34,881	121.5%	154,362

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.347	5.273	4.945
R3	5.171	5.097	4.896
R2	4.995	4.995	4.880
R1	4.921	4.921	4.864	4.958
PP	4.819	4.819	4.819	4.837
S1	4.745	4.745	4.832	4.782
S2	4.643	4.643	4.816
S3	4.467	4.569	4.800
S4	4.291	4.393	4.751

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	4.892	4.536	0.356	7.3%	0.138	2.8%	88%	True	False	32,827
10	4.892	4.504	0.388	8.0%	0.144	3.0%	89%	True	False	33,519
20	5.004	4.358	0.646	13.3%	0.171	3.5%	76%	False	False	33,941
40	5.345	4.358	0.987	20.4%	0.181	3.7%	50%	False	False	30,866
60	5.345	4.115	1.230	25.4%	0.174	3.6%	60%	False	False	26,996
80	5.345	4.115	1.230	25.4%	0.169	3.5%	60%	False	False	23,562
100	5.345	4.115	1.230	25.4%	0.163	3.4%	60%	False	False	21,399
120	6.000	4.115	1.885	38.9%	0.157	3.2%	39%	False	False	19,412

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.640
2.618	5.353
1.618	5.177
1.000	5.068
0.618	5.001
HIGH	4.892
0.618	4.825
0.500	4.804
0.382	4.783
LOW	4.716
0.618	4.607
1.000	4.540
1.618	4.431
2.618	4.255
4.250	3.968

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	4.833	4.816
PP	4.819	4.785
S1	4.804	4.753

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

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