NYMEX Natural Gas Future January 2011

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	4.868	4.882	0.014	0.3%	5.176
High	4.903	4.896	-0.007	-0.1%	5.182
Low	4.826	4.830	0.004	0.1%	4.869
Close	4.869	4.872	0.003	0.1%	5.002
Range	0.077	0.066	-0.011	-14.3%	0.313
ATR	0.117	0.113	-0.004	-3.1%	0.000
Volume	13,270	11,192	-2,078	-15.7%	104,491

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.064	5.034	4.908
R3	4.998	4.968	4.890
R2	4.932	4.932	4.884
R1	4.902	4.902	4.878	4.884
PP	4.866	4.866	4.866	4.857
S1	4.836	4.836	4.866	4.818
S2	4.800	4.800	4.860
S3	4.734	4.770	4.854
S4	4.668	4.704	4.836

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.957	5.792	5.174
R3	5.644	5.479	5.088
R2	5.331	5.331	5.059
R1	5.166	5.166	5.031	5.092
PP	5.018	5.018	5.018	4.981
S1	4.853	4.853	4.973	4.779
S2	4.705	4.705	4.945
S3	4.392	4.540	4.916
S4	4.079	4.227	4.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.010	4.826	0.184	3.8%	0.083	1.7%	25%	False	False	15,627
10	5.350	4.826	0.524	10.8%	0.110	2.3%	9%	False	False	17,396
20	5.468	4.826	0.642	13.2%	0.114	2.3%	7%	False	False	16,975
40	5.750	4.826	0.924	19.0%	0.120	2.5%	5%	False	False	15,047
60	5.949	4.826	1.123	23.1%	0.128	2.6%	4%	False	False	14,111

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.177
2.618	5.069
1.618	5.003
1.000	4.962
0.618	4.937
HIGH	4.896
0.618	4.871
0.500	4.863
0.382	4.855
LOW	4.830
0.618	4.789
1.000	4.764
1.618	4.723
2.618	4.657
4.250	4.550

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	4.869	4.917
PP	4.866	4.902
S1	4.863	4.887

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

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