NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	5.146	5.132	-0.014	-0.3%	5.068
High	5.169	5.251	0.082	1.6%	5.219
Low	5.098	5.100	0.002	0.0%	5.009
Close	5.136	5.134	-0.002	0.0%	5.127
Range	0.071	0.151	0.080	112.7%	0.210
ATR	0.123	0.125	0.002	1.6%	0.000
Volume	8,576	9,241	665	7.8%	46,038

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.615	5.525	5.217
R3	5.464	5.374	5.176
R2	5.313	5.313	5.162
R1	5.223	5.223	5.148	5.268
PP	5.162	5.162	5.162	5.184
S1	5.072	5.072	5.120	5.117
S2	5.011	5.011	5.106
S3	4.860	4.921	5.092
S4	4.709	4.770	5.051

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	5.251	5.057	0.194	3.8%	0.105	2.0%	40%	True	False	9,526
10	5.251	4.946	0.305	5.9%	0.115	2.2%	62%	True	False	9,302
20	5.447	4.946	0.501	9.8%	0.128	2.5%	38%	False	False	9,650
40	5.762	4.946	0.816	15.9%	0.137	2.7%	23%	False	False	8,495
60	5.762	4.946	0.816	15.9%	0.132	2.6%	23%	False	False	7,430
80	5.762	4.946	0.816	15.9%	0.136	2.6%	23%	False	False	6,419
100	5.762	4.946	0.816	15.9%	0.132	2.6%	23%	False	False	5,772
120	6.573	4.946	1.627	31.7%	0.130	2.5%	12%	False	False	5,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.893
2.618	5.646
1.618	5.495
1.000	5.402
0.618	5.344
HIGH	5.251
0.618	5.193
0.500	5.176
0.382	5.158
LOW	5.100
0.618	5.007
1.000	4.949
1.618	4.856
2.618	4.705
4.250	4.458

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	5.176	5.154
PP	5.162	5.147
S1	5.148	5.141

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

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