NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	5.210	5.330	0.120	2.3%	5.098
High	5.270	5.336	0.066	1.3%	5.270
Low	5.161	5.127	-0.034	-0.7%	5.057
Close	5.259	5.145	-0.114	-2.2%	5.259
Range	0.109	0.209	0.100	91.7%	0.213
ATR	0.122	0.128	0.006	5.1%	0.000
Volume	20,326	11,856	-8,470	-41.7%	66,919

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.830	5.696	5.260
R3	5.621	5.487	5.202
R2	5.412	5.412	5.183
R1	5.278	5.278	5.164	5.241
PP	5.203	5.203	5.203	5.184
S1	5.069	5.069	5.126	5.032
S2	4.994	4.994	5.107
S3	4.785	4.860	5.088
S4	4.576	4.651	5.030

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.834	5.760	5.376
R3	5.621	5.547	5.318
R2	5.408	5.408	5.298
R1	5.334	5.334	5.279	5.371
PP	5.195	5.195	5.195	5.214
S1	5.121	5.121	5.239	5.158
S2	4.982	4.982	5.220
S3	4.769	4.908	5.200
S4	4.556	4.695	5.142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.336	5.098	0.238	4.6%	0.128	2.5%	20%	True	False	14,471
10	5.336	5.009	0.327	6.4%	0.116	2.2%	42%	True	False	11,683
20	5.447	4.946	0.501	9.7%	0.121	2.4%	40%	False	False	10,880
40	5.762	4.946	0.816	15.9%	0.134	2.6%	24%	False	False	9,111
60	5.762	4.946	0.816	15.9%	0.135	2.6%	24%	False	False	8,184
80	5.762	4.946	0.816	15.9%	0.135	2.6%	24%	False	False	6,968
100	5.762	4.946	0.816	15.9%	0.132	2.6%	24%	False	False	6,236
120	6.476	4.946	1.530	29.7%	0.129	2.5%	13%	False	False	5,561

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.224
2.618	5.883
1.618	5.674
1.000	5.545
0.618	5.465
HIGH	5.336
0.618	5.256
0.500	5.232
0.382	5.207
LOW	5.127
0.618	4.998
1.000	4.918
1.618	4.789
2.618	4.580
4.250	4.239

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	5.232	5.223
PP	5.203	5.197
S1	5.174	5.171

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

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