NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	4.717	4.730	0.013	0.3%	4.900
High	4.850	4.730	-0.120	-2.5%	4.911
Low	4.695	4.652	-0.043	-0.9%	4.652
Close	4.717	4.662	-0.055	-1.2%	4.662
Range	0.155	0.078	-0.077	-49.7%	0.259
ATR	0.104	0.102	-0.002	-1.8%	0.000
Volume	2,665	5,231	2,566	96.3%	18,407

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.915	4.867	4.705
R3	4.837	4.789	4.683
R2	4.759	4.759	4.676
R1	4.711	4.711	4.669	4.696
PP	4.681	4.681	4.681	4.674
S1	4.633	4.633	4.655	4.618
S2	4.603	4.603	4.648
S3	4.525	4.555	4.641
S4	4.447	4.477	4.619

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.519	5.349	4.804
R3	5.260	5.090	4.733
R2	5.001	5.001	4.709
R1	4.831	4.831	4.686	4.787
PP	4.742	4.742	4.742	4.719
S1	4.572	4.572	4.638	4.528
S2	4.483	4.483	4.615
S3	4.224	4.313	4.591
S4	3.965	4.054	4.520

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.911	4.652	0.259	5.6%	0.102	2.2%	4%	False	True	3,681
10	5.063	4.652	0.411	8.8%	0.092	2.0%	2%	False	True	4,858
20	5.327	4.652	0.675	14.5%	0.101	2.2%	1%	False	True	5,552
40	5.582	4.652	0.930	19.9%	0.104	2.2%	1%	False	True	4,909

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.062
2.618	4.934
1.618	4.856
1.000	4.808
0.618	4.778
HIGH	4.730
0.618	4.700
0.500	4.691
0.382	4.682
LOW	4.652
0.618	4.604
1.000	4.574
1.618	4.526
2.618	4.448
4.250	4.321

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	4.691	4.751
PP	4.681	4.721
S1	4.672	4.692

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

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