NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	5.068	5.052	-0.016	-0.3%	5.204
High	5.093	5.120	0.027	0.5%	5.204
Low	5.032	5.009	-0.023	-0.5%	4.946
Close	5.068	5.109	0.041	0.8%	5.090
Range	0.061	0.111	0.050	82.0%	0.258
ATR	0.138	0.136	-0.002	-1.4%	0.000
Volume	7,976	8,008	32	0.4%	53,060

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.412	5.372	5.170
R3	5.301	5.261	5.140
R2	5.190	5.190	5.129
R1	5.150	5.150	5.119	5.170
PP	5.079	5.079	5.079	5.090
S1	5.039	5.039	5.099	5.059
S2	4.968	4.968	5.089
S3	4.857	4.928	5.078
S4	4.746	4.817	5.048

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.854	5.730	5.232
R3	5.596	5.472	5.161
R2	5.338	5.338	5.137
R1	5.214	5.214	5.114	5.147
PP	5.080	5.080	5.080	5.047
S1	4.956	4.956	5.066	4.889
S2	4.822	4.822	5.043
S3	4.564	4.698	5.019
S4	4.306	4.440	4.948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.178	4.946	0.232	4.5%	0.120	2.3%	70%	False	False	10,503
10	5.373	4.946	0.427	8.4%	0.120	2.4%	38%	False	False	10,110
20	5.570	4.946	0.624	12.2%	0.136	2.7%	26%	False	False	8,668
40	5.762	4.946	0.816	16.0%	0.141	2.8%	20%	False	False	7,729
60	5.762	4.946	0.816	16.0%	0.135	2.7%	20%	False	False	6,912
80	5.762	4.946	0.816	16.0%	0.139	2.7%	20%	False	False	6,090
100	5.953	4.946	1.007	19.7%	0.132	2.6%	16%	False	False	5,361
120	6.573	4.946	1.627	31.8%	0.131	2.6%	10%	False	False	4,789

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

Fibonacci Retracements and Extensions
4.250	5.592
2.618	5.411
1.618	5.300
1.000	5.231
0.618	5.189
HIGH	5.120
0.618	5.078
0.500	5.065
0.382	5.051
LOW	5.009
0.618	4.940
1.000	4.898
1.618	4.829
2.618	4.718
4.250	4.537

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	5.094	5.104
PP	5.079	5.099
S1	5.065	5.094

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

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