NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	4.999	4.744	-0.255	-5.1%	4.575
High	5.010	4.842	-0.168	-3.4%	4.948
Low	4.704	4.653	-0.051	-1.1%	4.536
Close	4.723	4.668	-0.055	-1.2%	4.933
Range	0.306	0.189	-0.117	-38.2%	0.412
ATR	0.174	0.175	0.001	0.6%	0.000
Volume	40,037	52,006	11,969	29.9%	196,656

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.288	5.167	4.772
R3	5.099	4.978	4.720
R2	4.910	4.910	4.703
R1	4.789	4.789	4.685	4.755
PP	4.721	4.721	4.721	4.704
S1	4.600	4.600	4.651	4.566
S2	4.532	4.532	4.633
S3	4.343	4.411	4.616
S4	4.154	4.222	4.564

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.042	5.899	5.160
R3	5.630	5.487	5.046
R2	5.218	5.218	5.009
R1	5.075	5.075	4.971	5.147
PP	4.806	4.806	4.806	4.841
S1	4.663	4.663	4.895	4.735
S2	4.394	4.394	4.857
S3	3.982	4.251	4.820
S4	3.570	3.839	4.706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.010	4.653	0.357	7.6%	0.203	4.3%	4%	False	True	49,940
10	5.010	4.526	0.484	10.4%	0.167	3.6%	29%	False	False	38,972
20	5.010	4.358	0.652	14.0%	0.163	3.5%	48%	False	False	36,788
40	5.345	4.358	0.987	21.1%	0.176	3.8%	31%	False	False	31,619
60	5.345	4.115	1.230	26.3%	0.176	3.8%	45%	False	False	28,876
80	5.345	4.115	1.230	26.3%	0.172	3.7%	45%	False	False	25,000
100	5.345	4.115	1.230	26.3%	0.166	3.5%	45%	False	False	22,614
120	5.885	4.115	1.770	37.9%	0.159	3.4%	31%	False	False	20,481

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.645
2.618	5.337
1.618	5.148
1.000	5.031
0.618	4.959
HIGH	4.842
0.618	4.770
0.500	4.748
0.382	4.725
LOW	4.653
0.618	4.536
1.000	4.464
1.618	4.347
2.618	4.158
4.250	3.850

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	4.748	4.832
PP	4.721	4.777
S1	4.695	4.723

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

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