NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	4.329	4.297	-0.032	-0.7%	4.477
High	4.374	4.363	-0.011	-0.3%	4.538
Low	4.283	4.290	0.007	0.2%	4.263
Close	4.315	4.350	0.035	0.8%	4.350
Range	0.091	0.073	-0.018	-19.8%	0.275
ATR	0.167	0.160	-0.007	-4.0%	0.000
Volume	86,708	84,524	-2,184	-2.5%	460,729

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.553	4.525	4.390
R3	4.480	4.452	4.370
R2	4.407	4.407	4.363
R1	4.379	4.379	4.357	4.393
PP	4.334	4.334	4.334	4.342
S1	4.306	4.306	4.343	4.320
S2	4.261	4.261	4.337
S3	4.188	4.233	4.330
S4	4.115	4.160	4.310

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.209	5.054	4.501
R3	4.934	4.779	4.426
R2	4.659	4.659	4.400
R1	4.504	4.504	4.375	4.444
PP	4.384	4.384	4.384	4.354
S1	4.229	4.229	4.325	4.169
S2	4.109	4.109	4.300
S3	3.834	3.954	4.274
S4	3.559	3.679	4.199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.538	4.263	0.275	6.3%	0.124	2.8%	32%	False	False	92,145
10	5.010	4.263	0.747	17.2%	0.168	3.9%	12%	False	False	71,341
20	5.010	4.263	0.747	17.2%	0.154	3.5%	12%	False	False	53,221
40	5.310	4.263	1.047	24.1%	0.171	3.9%	8%	False	False	41,381
60	5.345	4.115	1.230	28.3%	0.177	4.1%	19%	False	False	36,158
80	5.345	4.115	1.230	28.3%	0.171	3.9%	19%	False	False	31,499
100	5.345	4.115	1.230	28.3%	0.169	3.9%	19%	False	False	27,994
120	5.345	4.115	1.230	28.3%	0.160	3.7%	19%	False	False	25,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	4.673
2.618	4.554
1.618	4.481
1.000	4.436
0.618	4.408
HIGH	4.363
0.618	4.335
0.500	4.327
0.382	4.318
LOW	4.290
0.618	4.245
1.000	4.217
1.618	4.172
2.618	4.099
4.250	3.980

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	4.342	4.340
PP	4.334	4.329
S1	4.327	4.319

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

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