NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	4.350	4.480	0.130	3.0%	4.580
High	4.483	4.522	0.039	0.9%	4.593
Low	4.300	4.412	0.112	2.6%	4.320
Close	4.445	4.492	0.047	1.1%	4.326
Range	0.183	0.110	-0.073	-39.9%	0.273
ATR	0.117	0.116	0.000	-0.4%	0.000
Volume	16,223	20,046	3,823	23.6%	71,009

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.805	4.759	4.553
R3	4.695	4.649	4.522
R2	4.585	4.585	4.512
R1	4.539	4.539	4.502	4.562
PP	4.475	4.475	4.475	4.487
S1	4.429	4.429	4.482	4.452
S2	4.365	4.365	4.472
S3	4.255	4.319	4.462
S4	4.145	4.209	4.432

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.232	5.052	4.476
R3	4.959	4.779	4.401
R2	4.686	4.686	4.376
R1	4.506	4.506	4.351	4.460
PP	4.413	4.413	4.413	4.390
S1	4.233	4.233	4.301	4.187
S2	4.140	4.140	4.276
S3	3.867	3.960	4.251
S4	3.594	3.687	4.176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.522	4.300	0.222	4.9%	0.121	2.7%	86%	True	False	17,139
10	4.840	4.300	0.540	12.0%	0.108	2.4%	36%	False	False	15,090
20	5.229	4.300	0.929	20.7%	0.113	2.5%	21%	False	False	18,375
40	5.373	4.300	1.073	23.9%	0.116	2.6%	18%	False	False	14,922
60	5.762	4.300	1.462	32.5%	0.127	2.8%	13%	False	False	12,315
80	5.762	4.300	1.462	32.5%	0.129	2.9%	13%	False	False	10,915
100	5.762	4.300	1.462	32.5%	0.130	2.9%	13%	False	False	9,408
120	5.762	4.300	1.462	32.5%	0.130	2.9%	13%	False	False	8,395

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	0.025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.990
2.618	4.810
1.618	4.700
1.000	4.632
0.618	4.590
HIGH	4.522
0.618	4.480
0.500	4.467
0.382	4.454
LOW	4.412
0.618	4.344
1.000	4.302
1.618	4.234
2.618	4.124
4.250	3.945

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	4.484	4.465
PP	4.475	4.438
S1	4.467	4.411

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

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