NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	4.905	4.840	-0.065	-1.3%	4.849
High	4.921	4.905	-0.016	-0.3%	4.921
Low	4.810	4.806	-0.004	-0.1%	4.746
Close	4.905	4.840	-0.065	-1.3%	4.840
Range	0.111	0.099	-0.012	-10.8%	0.175
ATR	0.148	0.145	-0.004	-2.4%	0.000
Volume	18,808	14,924	-3,884	-20.7%	71,495

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.147	5.093	4.894
R3	5.048	4.994	4.867
R2	4.949	4.949	4.858
R1	4.895	4.895	4.849	4.890
PP	4.850	4.850	4.850	4.848
S1	4.796	4.796	4.831	4.791
S2	4.751	4.751	4.822
S3	4.652	4.697	4.813
S4	4.553	4.598	4.786

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.361	5.275	4.936
R3	5.186	5.100	4.888
R2	5.011	5.011	4.872
R1	4.925	4.925	4.856	4.881
PP	4.836	4.836	4.836	4.813
S1	4.750	4.750	4.824	4.706
S2	4.661	4.661	4.808
S3	4.486	4.575	4.792
S4	4.311	4.400	4.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.921	4.746	0.175	3.6%	0.108	2.2%	54%	False	False	14,299
10	4.940	4.641	0.299	6.2%	0.126	2.6%	67%	False	False	16,138
20	5.283	4.641	0.642	13.3%	0.147	3.0%	31%	False	False	14,740
40	5.534	4.641	0.893	18.5%	0.153	3.2%	22%	False	False	11,577
60	5.534	4.641	0.893	18.5%	0.144	3.0%	22%	False	False	9,416
80	5.534	4.641	0.893	18.5%	0.145	3.0%	22%	False	False	7,713
100	5.534	4.641	0.893	18.5%	0.135	2.8%	22%	False	False	6,600
120	6.280	4.641	1.639	33.9%	0.133	2.7%	12%	False	False	5,707

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.326
2.618	5.164
1.618	5.065
1.000	5.004
0.618	4.966
HIGH	4.905
0.618	4.867
0.500	4.856
0.382	4.844
LOW	4.806
0.618	4.745
1.000	4.707
1.618	4.646
2.618	4.547
4.250	4.385

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	4.856	4.851
PP	4.850	4.847
S1	4.845	4.844

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

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