NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	4.902	4.888	-0.014	-0.3%	4.849
High	5.049	5.040	-0.009	-0.2%	4.921
Low	4.873	4.888	0.015	0.3%	4.746
Close	4.917	5.009	0.092	1.9%	4.840
Range	0.176	0.152	-0.024	-13.6%	0.175
ATR	0.139	0.140	0.001	0.7%	0.000
Volume	15,329	32,462	17,133	111.8%	71,495

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.435	5.374	5.093
R3	5.283	5.222	5.051
R2	5.131	5.131	5.037
R1	5.070	5.070	5.023	5.101
PP	4.979	4.979	4.979	4.994
S1	4.918	4.918	4.995	4.949
S2	4.827	4.827	4.981
S3	4.675	4.766	4.967
S4	4.523	4.614	4.925

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	5.049	4.780	0.269	5.4%	0.117	2.3%	85%	False	False	17,049
10	5.049	4.746	0.303	6.0%	0.119	2.4%	87%	False	False	16,239
20	5.208	4.641	0.567	11.3%	0.145	2.9%	65%	False	False	16,865
40	5.534	4.641	0.893	17.8%	0.151	3.0%	41%	False	False	12,824
60	5.534	4.641	0.893	17.8%	0.142	2.8%	41%	False	False	10,357
80	5.534	4.641	0.893	17.8%	0.141	2.8%	41%	False	False	8,426
100	5.534	4.641	0.893	17.8%	0.136	2.7%	41%	False	False	7,213
120	6.280	4.641	1.639	32.7%	0.132	2.6%	22%	False	False	6,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.686
2.618	5.438
1.618	5.286
1.000	5.192
0.618	5.134
HIGH	5.040
0.618	4.982
0.500	4.964
0.382	4.946
LOW	4.888
0.618	4.794
1.000	4.736
1.618	4.642
2.618	4.490
4.250	4.242

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	4.994	4.988
PP	4.979	4.967
S1	4.964	4.946

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

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