NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	4.420	4.580	0.160	3.6%	4.650
High	4.566	4.600	0.034	0.7%	4.653
Low	4.420	4.510	0.090	2.0%	4.418
Close	4.536	4.580	0.044	1.0%	4.422
Range	0.146	0.090	-0.056	-38.4%	0.235
ATR	0.100	0.100	-0.001	-0.7%	0.000
Volume	6,390	6,554	164	2.6%	28,866

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.833	4.797	4.630
R3	4.743	4.707	4.605
R2	4.653	4.653	4.597
R1	4.617	4.617	4.588	4.625
PP	4.563	4.563	4.563	4.568
S1	4.527	4.527	4.572	4.535
S2	4.473	4.473	4.564
S3	4.383	4.437	4.555
S4	4.293	4.347	4.531

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.203	5.047	4.551
R3	4.968	4.812	4.487
R2	4.733	4.733	4.465
R1	4.577	4.577	4.444	4.538
PP	4.498	4.498	4.498	4.478
S1	4.342	4.342	4.400	4.303
S2	4.263	4.263	4.379
S3	4.028	4.107	4.357
S4	3.793	3.872	4.293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.600	4.418	0.182	4.0%	0.103	2.3%	89%	True	False	6,630
10	4.850	4.418	0.432	9.4%	0.093	2.0%	38%	False	False	5,251
20	5.183	4.418	0.765	16.7%	0.094	2.0%	21%	False	False	5,418
40	5.399	4.418	0.981	21.4%	0.099	2.2%	17%	False	False	5,097

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	0.008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.983
2.618	4.836
1.618	4.746
1.000	4.690
0.618	4.656
HIGH	4.600
0.618	4.566
0.500	4.555
0.382	4.544
LOW	4.510
0.618	4.454
1.000	4.420
1.618	4.364
2.618	4.274
4.250	4.128

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	4.572	4.556
PP	4.563	4.533
S1	4.555	4.509

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

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