NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	4.047	4.169	0.122	3.0%	4.322
High	4.172	4.191	0.019	0.5%	4.333
Low	3.983	4.069	0.086	2.2%	3.994
Close	4.124	4.148	0.024	0.6%	4.003
Range	0.189	0.122	-0.067	-35.4%	0.339
ATR	0.129	0.129	-0.001	-0.4%	0.000
Volume	31,618	31,548	-70	-0.2%	119,813

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.502	4.447	4.215
R3	4.380	4.325	4.182
R2	4.258	4.258	4.170
R1	4.203	4.203	4.159	4.170
PP	4.136	4.136	4.136	4.119
S1	4.081	4.081	4.137	4.048
S2	4.014	4.014	4.126
S3	3.892	3.959	4.114
S4	3.770	3.837	4.081

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	4.264	3.983	0.281	6.8%	0.146	3.5%	59%	False	False	28,639
10	4.590	3.983	0.607	14.6%	0.122	2.9%	27%	False	False	25,880
20	4.965	3.983	0.982	23.7%	0.121	2.9%	17%	False	False	37,274
40	5.150	3.983	1.167	28.1%	0.129	3.1%	14%	False	False	27,966
60	5.534	3.983	1.551	37.4%	0.138	3.3%	11%	False	False	21,845
80	5.534	3.983	1.551	37.4%	0.140	3.4%	11%	False	False	17,964
100	5.534	3.983	1.551	37.4%	0.138	3.3%	11%	False	False	14,924
120	5.534	3.983	1.551	37.4%	0.135	3.3%	11%	False	False	12,854

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	0.029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.710
2.618	4.510
1.618	4.388
1.000	4.313
0.618	4.266
HIGH	4.191
0.618	4.144
0.500	4.130
0.382	4.116
LOW	4.069
0.618	3.994
1.000	3.947
1.618	3.872
2.618	3.750
4.250	3.551

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	4.142	4.128
PP	4.136	4.107
S1	4.130	4.087

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

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