NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	4.102	4.047	-0.055	-1.3%	4.322
High	4.133	4.172	0.039	0.9%	4.333
Low	3.994	3.983	-0.011	-0.3%	3.994
Close	4.003	4.124	0.121	3.0%	4.003
Range	0.139	0.189	0.050	36.0%	0.339
ATR	0.124	0.129	0.005	3.7%	0.000
Volume	28,724	31,618	2,894	10.1%	119,813

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.660	4.581	4.228
R3	4.471	4.392	4.176
R2	4.282	4.282	4.159
R1	4.203	4.203	4.141	4.243
PP	4.093	4.093	4.093	4.113
S1	4.014	4.014	4.107	4.054
S2	3.904	3.904	4.089
S3	3.715	3.825	4.072
S4	3.526	3.636	4.020

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	4.289	3.983	0.306	7.4%	0.133	3.2%	46%	False	True	26,212
10	4.590	3.983	0.607	14.7%	0.120	2.9%	23%	False	True	25,098
20	5.003	3.983	1.020	24.7%	0.123	3.0%	14%	False	True	37,015
40	5.208	3.983	1.225	29.7%	0.131	3.2%	12%	False	True	27,534
60	5.534	3.983	1.551	37.6%	0.140	3.4%	9%	False	True	21,516
80	5.534	3.983	1.551	37.6%	0.139	3.4%	9%	False	True	17,638
100	5.534	3.983	1.551	37.6%	0.138	3.4%	9%	False	True	14,636
120	5.534	3.983	1.551	37.6%	0.135	3.3%	9%	False	True	12,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.975
2.618	4.667
1.618	4.478
1.000	4.361
0.618	4.289
HIGH	4.172
0.618	4.100
0.500	4.078
0.382	4.055
LOW	3.983
0.618	3.866
1.000	3.794
1.618	3.677
2.618	3.488
4.250	3.180

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	4.109	4.112
PP	4.093	4.099
S1	4.078	4.087

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

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