NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	5.155	5.178	0.023	0.4%	5.396
High	5.280	5.181	-0.099	-1.9%	5.434
Low	5.120	5.078	-0.042	-0.8%	5.078
Close	5.155	5.112	-0.043	-0.8%	5.112
Range	0.160	0.103	-0.057	-35.6%	0.356
ATR	0.116	0.115	-0.001	-0.8%	0.000
Volume	1,770	2,440	670	37.9%	15,445

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.433	5.375	5.169
R3	5.330	5.272	5.140
R2	5.227	5.227	5.131
R1	5.169	5.169	5.121	5.147
PP	5.124	5.124	5.124	5.112
S1	5.066	5.066	5.103	5.044
S2	5.021	5.021	5.093
S3	4.918	4.963	5.084
S4	4.815	4.860	5.055

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.276	6.050	5.308
R3	5.920	5.694	5.210
R2	5.564	5.564	5.177
R1	5.338	5.338	5.145	5.273
PP	5.208	5.208	5.208	5.176
S1	4.982	4.982	5.079	4.917
S2	4.852	4.852	5.047
S3	4.496	4.626	5.014
S4	4.140	4.270	4.916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.434	5.078	0.356	7.0%	0.129	2.5%	10%	False	True	3,089
10	5.434	5.078	0.356	7.0%	0.112	2.2%	10%	False	True	2,557
20	5.434	5.078	0.356	7.0%	0.104	2.0%	10%	False	True	2,191
40	5.861	5.078	0.783	15.3%	0.113	2.2%	4%	False	True	2,128

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 2 trading days

Fibonacci Retracements and Extensions
4.250	5.619
2.618	5.451
1.618	5.348
1.000	5.284
0.618	5.245
HIGH	5.181
0.618	5.142
0.500	5.130
0.382	5.117
LOW	5.078
0.618	5.014
1.000	4.975
1.618	4.911
2.618	4.808
4.250	4.640

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	5.130	5.179
PP	5.124	5.157
S1	5.118	5.134

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

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