NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	5.133	5.298	0.165	3.2%	5.326
High	5.323	5.319	-0.004	-0.1%	5.340
Low	5.112	5.204	0.092	1.8%	5.112
Close	5.294	5.241	-0.053	-1.0%	5.241
Range	0.211	0.115	-0.096	-45.5%	0.228
ATR	0.129	0.128	-0.001	-0.8%	0.000
Volume	2,319	3,855	1,536	66.2%	12,045

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.600	5.535	5.304
R3	5.485	5.420	5.273
R2	5.370	5.370	5.262
R1	5.305	5.305	5.252	5.280
PP	5.255	5.255	5.255	5.242
S1	5.190	5.190	5.230	5.165
S2	5.140	5.140	5.220
S3	5.025	5.075	5.209
S4	4.910	4.960	5.178

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.915	5.806	5.366
R3	5.687	5.578	5.304
R2	5.459	5.459	5.283
R1	5.350	5.350	5.262	5.291
PP	5.231	5.231	5.231	5.201
S1	5.122	5.122	5.220	5.063
S2	5.003	5.003	5.199
S3	4.775	4.894	5.178
S4	4.547	4.666	5.116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.340	5.112	0.228	4.4%	0.115	2.2%	57%	False	False	2,409
10	5.560	5.112	0.448	8.5%	0.121	2.3%	29%	False	False	2,165
20	5.850	5.112	0.738	14.1%	0.126	2.4%	17%	False	False	2,122
40	5.861	5.112	0.749	14.3%	0.122	2.3%	17%	False	False	1,945

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.808
2.618	5.620
1.618	5.505
1.000	5.434
0.618	5.390
HIGH	5.319
0.618	5.275
0.500	5.262
0.382	5.248
LOW	5.204
0.618	5.133
1.000	5.089
1.618	5.018
2.618	4.903
4.250	4.715

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	5.262	5.233
PP	5.255	5.225
S1	5.248	5.218

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

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