NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	4.068	4.107	0.039	1.0%	4.359
High	4.142	4.108	-0.034	-0.8%	4.450
Low	4.046	4.043	-0.003	-0.1%	4.133
Close	4.084	4.059	-0.025	-0.6%	4.137
Range	0.096	0.065	-0.031	-32.3%	0.317
ATR	0.153	0.147	-0.006	-4.1%	0.000
Volume	38,612	53,339	14,727	38.1%	319,161

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.265	4.227	4.095
R3	4.200	4.162	4.077
R2	4.135	4.135	4.071
R1	4.097	4.097	4.065	4.084
PP	4.070	4.070	4.070	4.063
S1	4.032	4.032	4.053	4.019
S2	4.005	4.005	4.047
S3	3.940	3.967	4.041
S4	3.875	3.902	4.023

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.191	4.981	4.311
R3	4.874	4.664	4.224
R2	4.557	4.557	4.195
R1	4.347	4.347	4.166	4.294
PP	4.240	4.240	4.240	4.213
S1	4.030	4.030	4.108	3.977
S2	3.923	3.923	4.079
S3	3.606	3.713	4.050
S4	3.289	3.396	3.963

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.450	4.043	0.407	10.0%	0.125	3.1%	4%	False	True	56,660
10	4.450	4.043	0.407	10.0%	0.120	2.9%	4%	False	True	68,666
20	5.010	4.043	0.967	23.8%	0.156	3.8%	2%	False	True	64,109
40	5.010	4.043	0.967	23.8%	0.163	4.0%	2%	False	True	47,835
60	5.345	4.043	1.302	32.1%	0.172	4.2%	1%	False	True	41,068
80	5.345	4.043	1.302	32.1%	0.167	4.1%	1%	False	True	35,440
100	5.345	4.043	1.302	32.1%	0.168	4.1%	1%	False	True	31,154
120	5.345	4.043	1.302	32.1%	0.160	3.9%	1%	False	True	27,931

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	4.384
2.618	4.278
1.618	4.213
1.000	4.173
0.618	4.148
HIGH	4.108
0.618	4.083
0.500	4.076
0.382	4.068
LOW	4.043
0.618	4.003
1.000	3.978
1.618	3.938
2.618	3.873
4.250	3.767

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	4.076	4.126
PP	4.070	4.104
S1	4.065	4.081

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

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