NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	5.330	5.178	-0.152	-2.9%	5.098
High	5.336	5.229	-0.107	-2.0%	5.270
Low	5.127	5.088	-0.039	-0.8%	5.057
Close	5.145	5.107	-0.038	-0.7%	5.259
Range	0.209	0.141	-0.068	-32.5%	0.213
ATR	0.128	0.129	0.001	0.7%	0.000
Volume	11,856	19,468	7,612	64.2%	66,919

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.564	5.477	5.185
R3	5.423	5.336	5.146
R2	5.282	5.282	5.133
R1	5.195	5.195	5.120	5.168
PP	5.141	5.141	5.141	5.128
S1	5.054	5.054	5.094	5.027
S2	5.000	5.000	5.081
S3	4.859	4.913	5.068
S4	4.718	4.772	5.029

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	5.088	0.248	4.9%	0.142	2.8%	8%	False	True	16,649
10	5.336	5.055	0.281	5.5%	0.119	2.3%	19%	False	False	12,829
20	5.373	4.946	0.427	8.4%	0.119	2.3%	38%	False	False	11,470
40	5.762	4.946	0.816	16.0%	0.133	2.6%	20%	False	False	9,285
60	5.762	4.946	0.816	16.0%	0.135	2.6%	20%	False	False	8,428
80	5.762	4.946	0.816	16.0%	0.134	2.6%	20%	False	False	7,166
100	5.762	4.946	0.816	16.0%	0.133	2.6%	20%	False	False	6,399
120	6.476	4.946	1.530	30.0%	0.130	2.5%	11%	False	False	5,712

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
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	5.828
2.618	5.598
1.618	5.457
1.000	5.370
0.618	5.316
HIGH	5.229
0.618	5.175
0.500	5.159
0.382	5.142
LOW	5.088
0.618	5.001
1.000	4.947
1.618	4.860
2.618	4.719
4.250	4.489

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	5.159	5.212
PP	5.141	5.177
S1	5.124	5.142

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

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