NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	5.132	5.134	0.002	0.0%	5.068
High	5.251	5.211	-0.040	-0.8%	5.219
Low	5.100	5.110	0.010	0.2%	5.009
Close	5.134	5.205	0.071	1.4%	5.127
Range	0.151	0.101	-0.050	-33.1%	0.210
ATR	0.125	0.123	-0.002	-1.4%	0.000
Volume	9,241	22,357	13,116	141.9%	46,038

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.478	5.443	5.261
R3	5.377	5.342	5.233
R2	5.276	5.276	5.224
R1	5.241	5.241	5.214	5.259
PP	5.175	5.175	5.175	5.184
S1	5.140	5.140	5.196	5.158
S2	5.074	5.074	5.186
S3	4.973	5.039	5.177
S4	4.872	4.938	5.149

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	3.7%	0.098	1.9%	76%	False	False	11,443
10	5.251	5.009	0.242	4.6%	0.103	2.0%	81%	False	False	10,741
20	5.447	4.946	0.501	9.6%	0.128	2.5%	52%	False	False	10,373
40	5.762	4.946	0.816	15.7%	0.136	2.6%	32%	False	False	8,823
60	5.762	4.946	0.816	15.7%	0.133	2.5%	32%	False	False	7,763
80	5.762	4.946	0.816	15.7%	0.134	2.6%	32%	False	False	6,651
100	5.762	4.946	0.816	15.7%	0.132	2.5%	32%	False	False	5,968
120	6.573	4.946	1.627	31.3%	0.129	2.5%	16%	False	False	5,316

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.640
2.618	5.475
1.618	5.374
1.000	5.312
0.618	5.273
HIGH	5.211
0.618	5.172
0.500	5.161
0.382	5.149
LOW	5.110
0.618	5.048
1.000	5.009
1.618	4.947
2.618	4.846
4.250	4.681

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	5.190	5.195
PP	5.175	5.185
S1	5.161	5.175

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

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