NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	4.814	4.745	-0.069	-1.4%	5.150
High	4.831	4.779	-0.052	-1.1%	5.150
Low	4.700	4.565	-0.135	-2.9%	4.700
Close	4.727	4.596	-0.131	-2.8%	4.727
Range	0.131	0.214	0.083	63.4%	0.450
ATR	0.147	0.152	0.005	3.3%	0.000
Volume	33,358	61,198	27,840	83.5%	145,290

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.289	5.156	4.714
R3	5.075	4.942	4.655
R2	4.861	4.861	4.635
R1	4.728	4.728	4.616	4.688
PP	4.647	4.647	4.647	4.626
S1	4.514	4.514	4.576	4.474
S2	4.433	4.433	4.557
S3	4.219	4.300	4.537
S4	4.005	4.086	4.478

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.209	5.918	4.975
R3	5.759	5.468	4.851
R2	5.309	5.309	4.810
R1	5.018	5.018	4.768	4.939
PP	4.859	4.859	4.859	4.819
S1	4.568	4.568	4.686	4.489
S2	4.409	4.409	4.645
S3	3.959	4.118	4.603
S4	3.509	3.668	4.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.003	4.565	0.438	9.5%	0.162	3.5%	7%	False	True	36,645
10	5.150	4.565	0.585	12.7%	0.158	3.4%	5%	False	True	29,880
20	5.150	4.565	0.585	12.7%	0.143	3.1%	5%	False	True	22,524
40	5.534	4.565	0.969	21.1%	0.149	3.2%	3%	False	True	16,939
60	5.534	4.565	0.969	21.1%	0.149	3.2%	3%	False	True	13,690
80	5.534	4.565	0.969	21.1%	0.142	3.1%	3%	False	True	11,184
100	5.534	4.565	0.969	21.1%	0.142	3.1%	3%	False	True	9,486
120	5.989	4.565	1.424	31.0%	0.135	2.9%	2%	False	True	8,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.689
2.618	5.339
1.618	5.125
1.000	4.993
0.618	4.911
HIGH	4.779
0.618	4.697
0.500	4.672
0.382	4.647
LOW	4.565
0.618	4.433
1.000	4.351
1.618	4.219
2.618	4.005
4.250	3.656

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	4.672	4.765
PP	4.647	4.709
S1	4.621	4.652

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

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