NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	4.516	4.473	-0.043	-1.0%	4.650
High	4.592	4.514	-0.078	-1.7%	4.653
Low	4.488	4.419	-0.069	-1.5%	4.418
Close	4.516	4.472	-0.044	-1.0%	4.422
Range	0.104	0.095	-0.009	-8.7%	0.235
ATR	0.100	0.100	0.000	-0.2%	0.000
Volume	8,203	8,223	20	0.2%	28,866

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.753	4.708	4.524
R3	4.658	4.613	4.498
R2	4.563	4.563	4.489
R1	4.518	4.518	4.481	4.493
PP	4.468	4.468	4.468	4.456
S1	4.423	4.423	4.463	4.398
S2	4.373	4.373	4.455
S3	4.278	4.328	4.446
S4	4.183	4.233	4.420

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	4.1%	0.109	2.4%	30%	False	False	7,500
10	4.730	4.418	0.312	7.0%	0.092	2.0%	17%	False	False	6,346
20	5.087	4.418	0.669	15.0%	0.093	2.1%	8%	False	False	5,703
40	5.327	4.418	0.909	20.3%	0.097	2.2%	6%	False	False	5,299

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.918
2.618	4.763
1.618	4.668
1.000	4.609
0.618	4.573
HIGH	4.514
0.618	4.478
0.500	4.467
0.382	4.455
LOW	4.419
0.618	4.360
1.000	4.324
1.618	4.265
2.618	4.170
4.250	4.015

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	4.470	4.510
PP	4.468	4.497
S1	4.467	4.485

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

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