NYMEX Natural Gas Future December 2010

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

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	5.098	5.146	0.048	0.9%	5.068
High	5.135	5.169	0.034	0.7%	5.219
Low	5.057	5.098	0.041	0.8%	5.009
Close	5.114	5.136	0.022	0.4%	5.127
Range	0.078	0.071	-0.007	-9.0%	0.210
ATR	0.127	0.123	-0.004	-3.1%	0.000
Volume	6,419	8,576	2,157	33.6%	46,038

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.347	5.313	5.175
R3	5.276	5.242	5.156
R2	5.205	5.205	5.149
R1	5.171	5.171	5.143	5.153
PP	5.134	5.134	5.134	5.125
S1	5.100	5.100	5.129	5.082
S2	5.063	5.063	5.123
S3	4.992	5.029	5.116
S4	4.921	4.958	5.097

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.748	5.648	5.243
R3	5.538	5.438	5.185
R2	5.328	5.328	5.166
R1	5.228	5.228	5.146	5.278
PP	5.118	5.118	5.118	5.144
S1	5.018	5.018	5.108	5.068
S2	4.908	4.908	5.089
S3	4.698	4.808	5.069
S4	4.488	4.598	5.012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.219	5.055	0.164	3.2%	0.095	1.8%	49%	False	False	9,009
10	5.219	4.946	0.273	5.3%	0.107	2.1%	70%	False	False	9,756
20	5.447	4.946	0.501	9.8%	0.130	2.5%	38%	False	False	9,425
40	5.762	4.946	0.816	15.9%	0.138	2.7%	23%	False	False	8,404
60	5.762	4.946	0.816	15.9%	0.131	2.6%	23%	False	False	7,369
80	5.762	4.946	0.816	15.9%	0.137	2.7%	23%	False	False	6,394
100	5.762	4.946	0.816	15.9%	0.131	2.6%	23%	False	False	5,701
120	6.573	4.946	1.627	31.7%	0.130	2.5%	12%	False	False	5,081

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.471
2.618	5.355
1.618	5.284
1.000	5.240
0.618	5.213
HIGH	5.169
0.618	5.142
0.500	5.134
0.382	5.125
LOW	5.098
0.618	5.054
1.000	5.027
1.618	4.983
2.618	4.912
4.250	4.796

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	5.135	5.130
PP	5.134	5.124
S1	5.134	5.119

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

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