NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	5.217	5.254	0.037	0.7%	5.272
High	5.327	5.254	-0.073	-1.4%	5.369
Low	5.202	5.191	-0.011	-0.2%	5.203
Close	5.217	5.252	0.035	0.7%	5.356
Range	0.125	0.063	-0.062	-49.6%	0.166
ATR	0.116	0.112	-0.004	-3.3%	0.000
Volume	5,399	2,557	-2,842	-52.6%	10,129

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.421	5.400	5.287
R3	5.358	5.337	5.269
R2	5.295	5.295	5.264
R1	5.274	5.274	5.258	5.253
PP	5.232	5.232	5.232	5.222
S1	5.211	5.211	5.246	5.190
S2	5.169	5.169	5.240
S3	5.106	5.148	5.235
S4	5.043	5.085	5.217

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.807	5.748	5.447
R3	5.641	5.582	5.402
R2	5.475	5.475	5.386
R1	5.416	5.416	5.371	5.446
PP	5.309	5.309	5.309	5.324
S1	5.250	5.250	5.341	5.280
S2	5.143	5.143	5.326
S3	4.977	5.084	5.310
S4	4.811	4.918	5.265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.434	5.191	0.243	4.6%	0.116	2.2%	25%	False	True	3,709
10	5.434	5.191	0.243	4.6%	0.101	1.9%	25%	False	True	2,352
20	5.434	5.112	0.322	6.1%	0.104	2.0%	43%	False	False	2,202
40	5.861	5.112	0.749	14.3%	0.112	2.1%	19%	False	False	2,152

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	5.522
2.618	5.419
1.618	5.356
1.000	5.317
0.618	5.293
HIGH	5.254
0.618	5.230
0.500	5.223
0.382	5.215
LOW	5.191
0.618	5.152
1.000	5.128
1.618	5.089
2.618	5.026
4.250	4.923

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	5.242	5.313
PP	5.232	5.292
S1	5.223	5.272

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

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