NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	4.900	4.755	-0.145	-3.0%	5.021
High	4.911	4.806	-0.105	-2.1%	5.063
Low	4.756	4.739	-0.017	-0.4%	4.773
Close	4.772	4.775	0.003	0.1%	4.903
Range	0.155	0.067	-0.088	-56.8%	0.290
ATR	0.107	0.104	-0.003	-2.7%	0.000
Volume	2,651	5,055	2,404	90.7%	30,177

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.974	4.942	4.812
R3	4.907	4.875	4.793
R2	4.840	4.840	4.787
R1	4.808	4.808	4.781	4.824
PP	4.773	4.773	4.773	4.782
S1	4.741	4.741	4.769	4.757
S2	4.706	4.706	4.763
S3	4.639	4.674	4.757
S4	4.572	4.607	4.738

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	4.914	4.739	0.175	3.7%	0.077	1.6%	21%	False	True	5,109
10	5.183	4.739	0.444	9.3%	0.094	2.0%	8%	False	True	5,586
20	5.327	4.739	0.588	12.3%	0.098	2.1%	6%	False	True	5,506
40	5.582	4.739	0.843	17.7%	0.104	2.2%	4%	False	True	5,092

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	True
Bull Hook	False
Stretch	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.091
2.618	4.981
1.618	4.914
1.000	4.873
0.618	4.847
HIGH	4.806
0.618	4.780
0.500	4.773
0.382	4.765
LOW	4.739
0.618	4.698
1.000	4.672
1.618	4.631
2.618	4.564
4.250	4.454

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	4.774	4.827
PP	4.773	4.809
S1	4.773	4.792

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

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