NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	5.254	5.155	-0.099	-1.9%	5.272
High	5.254	5.280	0.026	0.5%	5.369
Low	5.191	5.120	-0.071	-1.4%	5.203
Close	5.252	5.155	-0.097	-1.8%	5.356
Range	0.063	0.160	0.097	154.0%	0.166
ATR	0.112	0.116	0.003	3.0%	0.000
Volume	2,557	1,770	-787	-30.8%	10,129

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.665	5.570	5.243
R3	5.505	5.410	5.199
R2	5.345	5.345	5.184
R1	5.250	5.250	5.170	5.235
PP	5.185	5.185	5.185	5.178
S1	5.090	5.090	5.140	5.075
S2	5.025	5.025	5.126
S3	4.865	4.930	5.111
S4	4.705	4.770	5.067

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	5.120	0.314	6.1%	0.128	2.5%	11%	False	True	3,256
10	5.434	5.120	0.314	6.1%	0.110	2.1%	11%	False	True	2,431
20	5.434	5.112	0.322	6.2%	0.103	2.0%	13%	False	False	2,162
40	5.861	5.112	0.749	14.5%	0.114	2.2%	6%	False	False	2,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.960
2.618	5.699
1.618	5.539
1.000	5.440
0.618	5.379
HIGH	5.280
0.618	5.219
0.500	5.200
0.382	5.181
LOW	5.120
0.618	5.021
1.000	4.960
1.618	4.861
2.618	4.701
4.250	4.440

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	5.200	5.224
PP	5.185	5.201
S1	5.170	5.178

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

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