NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	4.289	4.132	-0.157	-3.7%	4.598
High	4.289	4.264	-0.025	-0.6%	4.598
Low	4.228	4.098	-0.130	-3.1%	4.338
Close	4.249	4.132	-0.117	-2.8%	4.342
Range	0.061	0.166	0.105	172.1%	0.260
ATR	0.121	0.124	0.003	2.7%	0.000
Volume	19,414	22,499	3,085	15.9%	128,131

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.663	4.563	4.223
R3	4.497	4.397	4.178
R2	4.331	4.331	4.162
R1	4.231	4.231	4.147	4.215
PP	4.165	4.165	4.165	4.157
S1	4.065	4.065	4.117	4.049
S2	3.999	3.999	4.102
S3	3.833	3.899	4.086
S4	3.667	3.733	4.041

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.206	5.034	4.485
R3	4.946	4.774	4.414
R2	4.686	4.686	4.390
R1	4.514	4.514	4.366	4.470
PP	4.426	4.426	4.426	4.404
S1	4.254	4.254	4.318	4.210
S2	4.166	4.166	4.294
S3	3.906	3.994	4.271
S4	3.646	3.734	4.199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.590	4.098	0.492	11.9%	0.116	2.8%	7%	False	True	22,184
10	4.604	4.098	0.506	12.2%	0.105	2.5%	7%	False	True	32,206
20	5.150	4.098	1.052	25.5%	0.127	3.1%	3%	False	True	36,929
40	5.208	4.098	1.110	26.9%	0.136	3.3%	3%	False	True	26,364
60	5.534	4.098	1.436	34.8%	0.143	3.5%	2%	False	True	20,387
80	5.534	4.098	1.436	34.8%	0.137	3.3%	2%	False	True	16,622
100	5.534	4.098	1.436	34.8%	0.139	3.4%	2%	False	True	13,825
120	5.534	4.098	1.436	34.8%	0.134	3.2%	2%	False	True	11,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.970
2.618	4.699
1.618	4.533
1.000	4.430
0.618	4.367
HIGH	4.264
0.618	4.201
0.500	4.181
0.382	4.161
LOW	4.098
0.618	3.995
1.000	3.932
1.618	3.829
2.618	3.663
4.250	3.393

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	4.181	4.216
PP	4.165	4.188
S1	4.148	4.160

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

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