NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	5.047	5.070	0.023	0.5%	5.330
High	5.229	5.074	-0.155	-3.0%	5.336
Low	5.007	4.960	-0.047	-0.9%	4.960
Close	5.047	5.001	-0.046	-0.9%	5.001
Range	0.222	0.114	-0.108	-48.6%	0.376
ATR	0.133	0.131	-0.001	-1.0%	0.000
Volume	18,867	24,445	5,578	29.6%	97,432

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.354	5.291	5.064
R3	5.240	5.177	5.032
R2	5.126	5.126	5.022
R1	5.063	5.063	5.011	5.038
PP	5.012	5.012	5.012	4.999
S1	4.949	4.949	4.991	4.924
S2	4.898	4.898	4.980
S3	4.784	4.835	4.970
S4	4.670	4.721	4.938

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.227	5.990	5.208
R3	5.851	5.614	5.104
R2	5.475	5.475	5.070
R1	5.238	5.238	5.035	5.169
PP	5.099	5.099	5.099	5.064
S1	4.862	4.862	4.967	4.793
S2	4.723	4.723	4.932
S3	4.347	4.486	4.898
S4	3.971	4.110	4.794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.336	4.960	0.376	7.5%	0.154	3.1%	11%	False	True	19,486
10	5.336	4.960	0.376	7.5%	0.128	2.6%	11%	False	True	16,435
20	5.336	4.946	0.390	7.8%	0.120	2.4%	14%	False	False	13,172
40	5.762	4.946	0.816	16.3%	0.133	2.7%	7%	False	False	10,377
60	5.762	4.946	0.816	16.3%	0.137	2.7%	7%	False	False	9,237
80	5.762	4.946	0.816	16.3%	0.134	2.7%	7%	False	False	7,883
100	5.762	4.946	0.816	16.3%	0.135	2.7%	7%	False	False	7,000
120	6.339	4.946	1.393	27.9%	0.129	2.6%	4%	False	False	6,217

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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.559
2.618	5.372
1.618	5.258
1.000	5.188
0.618	5.144
HIGH	5.074
0.618	5.030
0.500	5.017
0.382	5.004
LOW	4.960
0.618	4.890
1.000	4.846
1.618	4.776
2.618	4.662
4.250	4.476

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	5.017	5.095
PP	5.012	5.063
S1	5.006	5.032

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

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