NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	5.150	4.933	-0.217	-4.2%	4.831
High	5.150	5.003	-0.147	-2.9%	5.081
Low	4.890	4.839	-0.051	-1.0%	4.780
Close	4.908	4.851	-0.057	-1.2%	5.072
Range	0.260	0.164	-0.096	-36.9%	0.301
ATR	0.146	0.147	0.001	0.9%	0.000
Volume	23,263	26,361	3,098	13.3%	102,037

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.390	5.284	4.941
R3	5.226	5.120	4.896
R2	5.062	5.062	4.881
R1	4.956	4.956	4.866	4.927
PP	4.898	4.898	4.898	4.883
S1	4.792	4.792	4.836	4.763
S2	4.734	4.734	4.821
S3	4.570	4.628	4.806
S4	4.406	4.464	4.761

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.881	5.777	5.238
R3	5.580	5.476	5.155
R2	5.279	5.279	5.127
R1	5.175	5.175	5.100	5.227
PP	4.978	4.978	4.978	5.004
S1	4.874	4.874	5.044	4.926
S2	4.677	4.677	5.017
S3	4.376	4.573	4.989
S4	4.075	4.272	4.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.150	4.839	0.311	6.4%	0.172	3.5%	4%	False	True	25,825
10	5.150	4.780	0.370	7.6%	0.135	2.8%	19%	False	False	19,716
20	5.150	4.641	0.509	10.5%	0.137	2.8%	41%	False	False	18,658
40	5.534	4.641	0.893	18.4%	0.146	3.0%	24%	False	False	14,130
60	5.534	4.641	0.893	18.4%	0.146	3.0%	24%	False	False	11,527
80	5.534	4.641	0.893	18.4%	0.142	2.9%	24%	False	False	9,337
100	5.534	4.641	0.893	18.4%	0.138	2.8%	24%	False	False	7,969
120	6.170	4.641	1.529	31.5%	0.134	2.8%	14%	False	False	6,905

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.700
2.618	5.432
1.618	5.268
1.000	5.167
0.618	5.104
HIGH	5.003
0.618	4.940
0.500	4.921
0.382	4.902
LOW	4.839
0.618	4.738
1.000	4.675
1.618	4.574
2.618	4.410
4.250	4.142

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	4.921	4.995
PP	4.898	4.947
S1	4.874	4.899

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

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