NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	4.730	4.650	-0.080	-1.7%	4.900
High	4.730	4.653	-0.077	-1.6%	4.911
Low	4.652	4.587	-0.065	-1.4%	4.652
Close	4.662	4.603	-0.059	-1.3%	4.662
Range	0.078	0.066	-0.012	-15.4%	0.259
ATR	0.102	0.101	-0.002	-1.9%	0.000
Volume	5,231	2,468	-2,763	-52.8%	18,407

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.812	4.774	4.639
R3	4.746	4.708	4.621
R2	4.680	4.680	4.615
R1	4.642	4.642	4.609	4.628
PP	4.614	4.614	4.614	4.608
S1	4.576	4.576	4.597	4.562
S2	4.548	4.548	4.591
S3	4.482	4.510	4.585
S4	4.416	4.444	4.567

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	4.850	4.587	0.263	5.7%	0.085	1.8%	6%	False	True	3,644
10	4.918	4.587	0.331	7.2%	0.082	1.8%	5%	False	True	4,592
20	5.327	4.587	0.740	16.1%	0.100	2.2%	2%	False	True	5,505
40	5.546	4.587	0.959	20.8%	0.104	2.3%	2%	False	True	4,899

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.934
2.618	4.826
1.618	4.760
1.000	4.719
0.618	4.694
HIGH	4.653
0.618	4.628
0.500	4.620
0.382	4.612
LOW	4.587
0.618	4.546
1.000	4.521
1.618	4.480
2.618	4.414
4.250	4.307

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	4.620	4.719
PP	4.614	4.680
S1	4.609	4.642

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

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