NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	4.217	4.437	0.220	5.2%	4.111
High	4.440	4.703	0.263	5.9%	4.399
Low	4.217	4.379	0.162	3.8%	4.036
Close	4.424	4.690	0.266	6.0%	4.341
Range	0.223	0.324	0.101	45.3%	0.363
ATR	0.171	0.182	0.011	6.4%	0.000
Volume	98,911	111,384	12,473	12.6%	389,390

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.563	5.450	4.868
R3	5.239	5.126	4.779
R2	4.915	4.915	4.749
R1	4.802	4.802	4.720	4.859
PP	4.591	4.591	4.591	4.619
S1	4.478	4.478	4.660	4.535
S2	4.267	4.267	4.631
S3	3.943	4.154	4.601
S4	3.619	3.830	4.512

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.348	5.207	4.541
R3	4.985	4.844	4.441
R2	4.622	4.622	4.408
R1	4.481	4.481	4.374	4.552
PP	4.259	4.259	4.259	4.294
S1	4.118	4.118	4.308	4.189
S2	3.896	3.896	4.274
S3	3.533	3.755	4.241
S4	3.170	3.392	4.141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.703	4.154	0.549	11.7%	0.213	4.5%	98%	True	False	102,392
10	4.703	4.036	0.667	14.2%	0.177	3.8%	98%	True	False	82,290
20	4.703	3.971	0.732	15.6%	0.180	3.8%	98%	True	False	68,924
40	4.703	3.971	0.732	15.6%	0.176	3.8%	98%	True	False	51,491
60	4.815	3.971	0.844	18.0%	0.167	3.6%	85%	False	False	39,166
80	5.703	3.971	1.732	36.9%	0.158	3.4%	42%	False	False	31,238
100	5.900	3.971	1.929	41.1%	0.162	3.5%	37%	False	False	25,828
120	6.075	3.971	2.104	44.9%	0.166	3.5%	34%	False	False	21,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.080
2.618	5.551
1.618	5.227
1.000	5.027
0.618	4.903
HIGH	4.703
0.618	4.579
0.500	4.541
0.382	4.503
LOW	4.379
0.618	4.179
1.000	4.055
1.618	3.855
2.618	3.531
4.250	3.002

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	4.640	4.613
PP	4.591	4.537
S1	4.541	4.460

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

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