NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	4.726	4.751	0.025	0.5%	5.003
High	4.760	4.759	-0.001	0.0%	5.050
Low	4.686	4.687	0.001	0.0%	4.738
Close	4.732	4.734	0.002	0.0%	4.869
Range	0.074	0.072	-0.002	-2.7%	0.312
ATR	0.121	0.118	-0.004	-2.9%	0.000
Volume	16,685	15,586	-1,099	-6.6%	121,634

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.943	4.910	4.774
R3	4.871	4.838	4.754
R2	4.799	4.799	4.747
R1	4.766	4.766	4.741	4.747
PP	4.727	4.727	4.727	4.717
S1	4.694	4.694	4.727	4.675
S2	4.655	4.655	4.721
S3	4.583	4.622	4.714
S4	4.511	4.550	4.694

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.822	5.657	5.041
R3	5.510	5.345	4.955
R2	5.198	5.198	4.926
R1	5.033	5.033	4.898	4.960
PP	4.886	4.886	4.886	4.849
S1	4.721	4.721	4.840	4.648
S2	4.574	4.574	4.812
S3	4.262	4.409	4.783
S4	3.950	4.097	4.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.686	0.210	4.4%	0.092	1.9%	23%	False	False	18,090
10	5.229	4.686	0.543	11.5%	0.117	2.5%	9%	False	False	20,940
20	5.336	4.686	0.650	13.7%	0.117	2.5%	7%	False	False	17,691
40	5.570	4.686	0.884	18.7%	0.125	2.6%	5%	False	False	13,178
60	5.762	4.686	1.076	22.7%	0.133	2.8%	4%	False	False	11,110
80	5.762	4.686	1.076	22.7%	0.131	2.8%	4%	False	False	9,642
100	5.762	4.686	1.076	22.7%	0.135	2.9%	4%	False	False	8,444
120	5.953	4.686	1.267	26.8%	0.130	2.7%	4%	False	False	7,462

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.065
2.618	4.947
1.618	4.875
1.000	4.831
0.618	4.803
HIGH	4.759
0.618	4.731
0.500	4.723
0.382	4.715
LOW	4.687
0.618	4.643
1.000	4.615
1.618	4.571
2.618	4.499
4.250	4.381

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	4.730	4.791
PP	4.727	4.772
S1	4.723	4.753

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

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