NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	4.322	4.329	0.007	0.2%	4.999
High	4.374	4.374	0.000	0.0%	5.010
Low	4.263	4.283	0.020	0.5%	4.483
Close	4.331	4.315	-0.016	-0.4%	4.494
Range	0.111	0.091	-0.020	-18.0%	0.527
ATR	0.172	0.167	-0.006	-3.4%	0.000
Volume	104,321	86,708	-17,613	-16.9%	252,682

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.597	4.547	4.365
R3	4.506	4.456	4.340
R2	4.415	4.415	4.332
R1	4.365	4.365	4.323	4.345
PP	4.324	4.324	4.324	4.314
S1	4.274	4.274	4.307	4.254
S2	4.233	4.233	4.298
S3	4.142	4.183	4.290
S4	4.051	4.092	4.265

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.243	5.896	4.784
R3	5.716	5.369	4.639
R2	5.189	5.189	4.591
R1	4.842	4.842	4.542	4.752
PP	4.662	4.662	4.662	4.618
S1	4.315	4.315	4.446	4.225
S2	4.135	4.135	4.397
S3	3.608	3.788	4.349
S4	3.081	3.261	4.204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.663	4.263	0.400	9.3%	0.145	3.4%	13%	False	False	88,597
10	5.010	4.263	0.747	17.3%	0.175	4.1%	7%	False	False	69,423
20	5.010	4.263	0.747	17.3%	0.160	3.7%	7%	False	False	51,471
40	5.310	4.263	1.047	24.3%	0.174	4.0%	5%	False	False	39,863
60	5.345	4.115	1.230	28.5%	0.179	4.1%	16%	False	False	35,239
80	5.345	4.115	1.230	28.5%	0.172	4.0%	16%	False	False	30,555
100	5.345	4.115	1.230	28.5%	0.169	3.9%	16%	False	False	27,265
120	5.345	4.115	1.230	28.5%	0.160	3.7%	16%	False	False	24,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.050
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.761
2.618	4.612
1.618	4.521
1.000	4.465
0.618	4.430
HIGH	4.374
0.618	4.339
0.500	4.329
0.382	4.318
LOW	4.283
0.618	4.227
1.000	4.192
1.618	4.136
2.618	4.045
4.250	3.896

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	4.329	4.327
PP	4.324	4.323
S1	4.320	4.319

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

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