NYMEX Natural Gas Future March 2011

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

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	4.876	4.900	0.024	0.5%	5.021
High	4.914	4.911	-0.003	-0.1%	5.063
Low	4.872	4.756	-0.116	-2.4%	4.773
Close	4.903	4.772	-0.131	-2.7%	4.903
Range	0.042	0.155	0.113	269.0%	0.290
ATR	0.103	0.107	0.004	3.6%	0.000
Volume	4,995	2,651	-2,344	-46.9%	30,177

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.278	5.180	4.857
R3	5.123	5.025	4.815
R2	4.968	4.968	4.800
R1	4.870	4.870	4.786	4.842
PP	4.813	4.813	4.813	4.799
S1	4.715	4.715	4.758	4.687
S2	4.658	4.658	4.744
S3	4.503	4.560	4.729
S4	4.348	4.405	4.687

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.783	5.633	5.063
R3	5.493	5.343	4.983
R2	5.203	5.203	4.956
R1	5.053	5.053	4.930	4.983
PP	4.913	4.913	4.913	4.878
S1	4.763	4.763	4.876	4.693
S2	4.623	4.623	4.850
S3	4.333	4.473	4.823
S4	4.043	4.183	4.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.918	4.756	0.162	3.4%	0.079	1.6%	10%	False	True	5,540
10	5.229	4.756	0.473	9.9%	0.100	2.1%	3%	False	True	5,824
20	5.327	4.756	0.571	12.0%	0.101	2.1%	3%	False	True	5,334
40	5.709	4.756	0.953	20.0%	0.108	2.3%	2%	False	True	5,173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.570
2.618	5.317
1.618	5.162
1.000	5.066
0.618	5.007
HIGH	4.911
0.618	4.852
0.500	4.834
0.382	4.815
LOW	4.756
0.618	4.660
1.000	4.601
1.618	4.505
2.618	4.350
4.250	4.097

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	4.834	4.835
PP	4.813	4.814
S1	4.793	4.793

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

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