NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	4.557	4.514	-0.043	-0.9%	4.900
High	4.557	4.540	-0.017	-0.4%	4.911
Low	4.450	4.479	0.029	0.7%	4.652
Close	4.495	4.496	0.001	0.0%	4.662
Range	0.107	0.061	-0.046	-43.0%	0.259
ATR	0.098	0.096	-0.003	-2.7%	0.000
Volume	6,177	5,897	-280	-4.5%	18,407

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.688	4.653	4.530
R3	4.627	4.592	4.513
R2	4.566	4.566	4.507
R1	4.531	4.531	4.502	4.518
PP	4.505	4.505	4.505	4.499
S1	4.470	4.470	4.490	4.457
S2	4.444	4.444	4.485
S3	4.383	4.409	4.479
S4	4.322	4.348	4.462

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	4.730	4.450	0.280	6.2%	0.074	1.6%	16%	False	False	5,193
10	4.914	4.450	0.464	10.3%	0.085	1.9%	10%	False	False	4,413
20	5.327	4.450	0.877	19.5%	0.096	2.1%	5%	False	False	5,510
40	5.458	4.450	1.008	22.4%	0.102	2.3%	5%	False	False	5,052

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.799
2.618	4.700
1.618	4.639
1.000	4.601
0.618	4.578
HIGH	4.540
0.618	4.517
0.500	4.510
0.382	4.502
LOW	4.479
0.618	4.441
1.000	4.418
1.618	4.380
2.618	4.319
4.250	4.220

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	4.510	4.525
PP	4.505	4.515
S1	4.501	4.506

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

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