NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	4.650	4.600	-0.050	-1.1%	4.900
High	4.653	4.600	-0.053	-1.1%	4.911
Low	4.587	4.543	-0.044	-1.0%	4.652
Close	4.603	4.558	-0.045	-1.0%	4.662
Range	0.066	0.057	-0.009	-13.6%	0.259
ATR	0.101	0.098	-0.003	-2.9%	0.000
Volume	2,468	6,192	3,724	150.9%	18,407

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.738	4.705	4.589
R3	4.681	4.648	4.574
R2	4.624	4.624	4.568
R1	4.591	4.591	4.563	4.579
PP	4.567	4.567	4.567	4.561
S1	4.534	4.534	4.553	4.522
S2	4.510	4.510	4.548
S3	4.453	4.477	4.542
S4	4.396	4.420	4.527

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	4.543	0.307	6.7%	0.083	1.8%	5%	False	True	3,872
10	4.914	4.543	0.371	8.1%	0.080	1.8%	4%	False	True	4,490
20	5.327	4.543	0.784	17.2%	0.100	2.2%	2%	False	True	5,707
40	5.458	4.543	0.915	20.1%	0.103	2.3%	2%	False	True	4,990

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	0.009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.842
2.618	4.749
1.618	4.692
1.000	4.657
0.618	4.635
HIGH	4.600
0.618	4.578
0.500	4.572
0.382	4.565
LOW	4.543
0.618	4.508
1.000	4.486
1.618	4.451
2.618	4.394
4.250	4.301

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	4.572	4.637
PP	4.567	4.610
S1	4.563	4.584

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

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