NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	4.749	4.606	-0.143	-3.0%	4.896
High	4.840	4.673	-0.167	-3.5%	4.896
Low	4.638	4.600	-0.038	-0.8%	4.600
Close	4.663	4.606	-0.057	-1.2%	4.606
Range	0.202	0.073	-0.129	-63.9%	0.296
ATR	0.124	0.120	-0.004	-2.9%	0.000
Volume	15,717	12,321	-3,396	-21.6%	72,497

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.845	4.799	4.646
R3	4.772	4.726	4.626
R2	4.699	4.699	4.619
R1	4.653	4.653	4.613	4.643
PP	4.626	4.626	4.626	4.621
S1	4.580	4.580	4.599	4.570
S2	4.553	4.553	4.593
S3	4.480	4.507	4.586
S4	4.407	4.434	4.566

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.589	5.393	4.769
R3	5.293	5.097	4.687
R2	4.997	4.997	4.660
R1	4.801	4.801	4.633	4.751
PP	4.701	4.701	4.701	4.676
S1	4.505	4.505	4.579	4.455
S2	4.405	4.405	4.552
S3	4.109	4.209	4.525
S4	3.813	3.913	4.443

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.600	0.296	6.4%	0.120	2.6%	2%	False	True	14,499
10	5.050	4.600	0.450	9.8%	0.111	2.4%	1%	False	True	19,413
20	5.336	4.600	0.736	16.0%	0.119	2.6%	1%	False	True	17,924
40	5.570	4.600	0.970	21.1%	0.126	2.7%	1%	False	True	13,486
60	5.762	4.600	1.162	25.2%	0.133	2.9%	1%	False	True	11,470
80	5.762	4.600	1.162	25.2%	0.132	2.9%	1%	False	True	9,919
100	5.762	4.600	1.162	25.2%	0.135	2.9%	1%	False	True	8,661
120	5.846	4.600	1.246	27.1%	0.130	2.8%	0%	False	True	7,654

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.983
2.618	4.864
1.618	4.791
1.000	4.746
0.618	4.718
HIGH	4.673
0.618	4.645
0.500	4.637
0.382	4.628
LOW	4.600
0.618	4.555
1.000	4.527
1.618	4.482
2.618	4.409
4.250	4.290

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	4.637	4.720
PP	4.626	4.682
S1	4.616	4.644

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

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