NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	4.175	4.102	-0.073	-1.7%	4.322
High	4.190	4.133	-0.057	-1.4%	4.333
Low	4.078	3.994	-0.084	-2.1%	3.994
Close	4.093	4.003	-0.090	-2.2%	4.003
Range	0.112	0.139	0.027	24.1%	0.339
ATR	0.123	0.124	0.001	0.9%	0.000
Volume	28,809	28,724	-85	-0.3%	119,813

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.460	4.371	4.079
R3	4.321	4.232	4.041
R2	4.182	4.182	4.028
R1	4.093	4.093	4.016	4.068
PP	4.043	4.043	4.043	4.031
S1	3.954	3.954	3.990	3.929
S2	3.904	3.904	3.978
S3	3.765	3.815	3.965
S4	3.626	3.676	3.927

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.127	4.904	4.189
R3	4.788	4.565	4.096
R2	4.449	4.449	4.065
R1	4.226	4.226	4.034	4.168
PP	4.110	4.110	4.110	4.081
S1	3.887	3.887	3.972	3.829
S2	3.771	3.771	3.941
S3	3.432	3.548	3.910
S4	3.093	3.209	3.817

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.333	3.994	0.339	8.5%	0.110	2.7%	3%	False	True	23,962
10	4.598	3.994	0.604	15.1%	0.118	2.9%	1%	False	True	24,794
20	5.150	3.994	1.156	28.9%	0.127	3.2%	1%	False	True	36,597
40	5.208	3.994	1.214	30.3%	0.131	3.3%	1%	False	True	27,167
60	5.534	3.994	1.540	38.5%	0.141	3.5%	1%	False	True	21,178
80	5.534	3.994	1.540	38.5%	0.138	3.5%	1%	False	True	17,282
100	5.534	3.994	1.540	38.5%	0.138	3.4%	1%	False	True	14,340
120	5.534	3.994	1.540	38.5%	0.134	3.4%	1%	False	True	12,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.724
2.618	4.497
1.618	4.358
1.000	4.272
0.618	4.219
HIGH	4.133
0.618	4.080
0.500	4.064
0.382	4.047
LOW	3.994
0.618	3.908
1.000	3.855
1.618	3.769
2.618	3.630
4.250	3.403

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	4.064	4.129
PP	4.043	4.087
S1	4.023	4.045

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

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