NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	5.178	5.119	-0.059	-1.1%	5.098
High	5.229	5.157	-0.072	-1.4%	5.270
Low	5.088	5.075	-0.013	-0.3%	5.057
Close	5.107	5.149	0.042	0.8%	5.259
Range	0.141	0.082	-0.059	-41.8%	0.213
ATR	0.129	0.126	-0.003	-2.6%	0.000
Volume	19,468	22,796	3,328	17.1%	66,919

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.373	5.343	5.194
R3	5.291	5.261	5.172
R2	5.209	5.209	5.164
R1	5.179	5.179	5.157	5.194
PP	5.127	5.127	5.127	5.135
S1	5.097	5.097	5.141	5.112
S2	5.045	5.045	5.134
S3	4.963	5.015	5.126
S4	4.881	4.933	5.104

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	5.075	0.261	5.1%	0.128	2.5%	28%	False	True	19,360
10	5.336	5.057	0.279	5.4%	0.117	2.3%	33%	False	False	14,443
20	5.336	4.946	0.390	7.6%	0.117	2.3%	52%	False	False	12,171
40	5.762	4.946	0.816	15.8%	0.131	2.5%	25%	False	False	9,665
60	5.762	4.946	0.816	15.8%	0.134	2.6%	25%	False	False	8,714
80	5.762	4.946	0.816	15.8%	0.133	2.6%	25%	False	False	7,421
100	5.762	4.946	0.816	15.8%	0.133	2.6%	25%	False	False	6,599
120	6.476	4.946	1.530	29.7%	0.130	2.5%	13%	False	False	5,881

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.506
2.618	5.372
1.618	5.290
1.000	5.239
0.618	5.208
HIGH	5.157
0.618	5.126
0.500	5.116
0.382	5.106
LOW	5.075
0.618	5.024
1.000	4.993
1.618	4.942
2.618	4.860
4.250	4.727

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	5.138	5.206
PP	5.127	5.187
S1	5.116	5.168

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

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