NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	5.130	4.992	-0.138	-2.7%	5.396
High	5.147	5.010	-0.137	-2.7%	5.434
Low	4.984	4.928	-0.056	-1.1%	5.078
Close	5.013	4.933	-0.080	-1.6%	5.112
Range	0.163	0.082	-0.081	-49.7%	0.356
ATR	0.118	0.116	-0.002	-2.0%	0.000
Volume	2,920	4,423	1,503	51.5%	15,445

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.203	5.150	4.978
R3	5.121	5.068	4.956
R2	5.039	5.039	4.948
R1	4.986	4.986	4.941	4.972
PP	4.957	4.957	4.957	4.950
S1	4.904	4.904	4.925	4.890
S2	4.875	4.875	4.918
S3	4.793	4.822	4.910
S4	4.711	4.740	4.888

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	5.280	4.928	0.352	7.1%	0.114	2.3%	1%	False	True	2,822
10	5.434	4.928	0.506	10.3%	0.122	2.5%	1%	False	True	3,100
20	5.434	4.928	0.506	10.3%	0.108	2.2%	1%	False	True	2,431
40	5.861	4.928	0.933	18.9%	0.115	2.3%	1%	False	True	2,224

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	5.359
2.618	5.225
1.618	5.143
1.000	5.092
0.618	5.061
HIGH	5.010
0.618	4.979
0.500	4.969
0.382	4.959
LOW	4.928
0.618	4.877
1.000	4.846
1.618	4.795
2.618	4.713
4.250	4.580

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	4.969	5.055
PP	4.957	5.014
S1	4.945	4.974

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

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