NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	4.969	4.786	-0.183	-3.7%	4.350
High	4.995	4.836	-0.159	-3.2%	4.977
Low	4.747	4.667	-0.080	-1.7%	4.217
Close	4.808	4.677	-0.131	-2.7%	4.797
Range	0.248	0.169	-0.079	-31.9%	0.760
ATR	0.205	0.202	-0.003	-1.2%	0.000
Volume	149,432	151,091	1,659	1.1%	483,365

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.234	5.124	4.770
R3	5.065	4.955	4.723
R2	4.896	4.896	4.708
R1	4.786	4.786	4.692	4.757
PP	4.727	4.727	4.727	4.712
S1	4.617	4.617	4.662	4.588
S2	4.558	4.558	4.646
S3	4.389	4.448	4.631
S4	4.220	4.279	4.584

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.944	6.630	5.215
R3	6.184	5.870	5.006
R2	5.424	5.424	4.936
R1	5.110	5.110	4.867	5.267
PP	4.664	4.664	4.664	4.742
S1	4.350	4.350	4.727	4.507
S2	3.904	3.904	4.658
S3	3.144	3.590	4.588
S4	2.384	2.830	4.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.995	4.379	0.616	13.2%	0.279	6.0%	48%	False	False	149,949
10	4.995	4.135	0.860	18.4%	0.232	4.9%	63%	False	False	122,070
20	4.995	4.036	0.959	20.5%	0.194	4.1%	67%	False	False	93,486
40	4.995	3.971	1.024	21.9%	0.182	3.9%	69%	False	False	62,460
60	4.995	3.971	1.024	21.9%	0.177	3.8%	69%	False	False	48,871
80	5.703	3.971	1.732	37.0%	0.163	3.5%	41%	False	False	38,876
100	5.894	3.971	1.923	41.1%	0.163	3.5%	37%	False	False	32,019
120	6.075	3.971	2.104	45.0%	0.168	3.6%	34%	False	False	27,179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.053
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.554
2.618	5.278
1.618	5.109
1.000	5.005
0.618	4.940
HIGH	4.836
0.618	4.771
0.500	4.752
0.382	4.732
LOW	4.667
0.618	4.563
1.000	4.498
1.618	4.394
2.618	4.225
4.250	3.949

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	4.752	4.828
PP	4.727	4.777
S1	4.702	4.727

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

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