NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	5.117	5.224	0.107	2.1%	4.950
High	5.255	5.269	0.014	0.3%	5.282
Low	5.072	5.073	0.001	0.0%	4.950
Close	5.241	5.081	-0.160	-3.1%	5.081
Range	0.183	0.196	0.013	7.1%	0.332
ATR	0.190	0.190	0.000	0.2%	0.000
Volume	18,406	25,598	7,192	39.1%	141,168

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.729	5.601	5.189
R3	5.533	5.405	5.135
R2	5.337	5.337	5.117
R1	5.209	5.209	5.099	5.175
PP	5.141	5.141	5.141	5.124
S1	5.013	5.013	5.063	4.979
S2	4.945	4.945	5.045
S3	4.749	4.817	5.027
S4	4.553	4.621	4.973

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.100	5.923	5.264
R3	5.768	5.591	5.172
R2	5.436	5.436	5.142
R1	5.259	5.259	5.111	5.348
PP	5.104	5.104	5.104	5.149
S1	4.927	4.927	5.051	5.016
S2	4.772	4.772	5.020
S3	4.440	4.595	4.990
S4	4.108	4.263	4.898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.282	4.950	0.332	6.5%	0.194	3.8%	39%	False	False	28,233
10	5.282	4.744	0.538	10.6%	0.195	3.8%	63%	False	False	38,917
20	5.282	4.168	1.114	21.9%	0.186	3.7%	82%	False	False	29,005
40	5.282	4.140	1.142	22.5%	0.171	3.4%	82%	False	False	21,941
60	5.282	4.140	1.142	22.5%	0.170	3.4%	82%	False	False	17,264
80	5.282	4.140	1.142	22.5%	0.154	3.0%	82%	False	False	14,085
100	5.884	4.140	1.744	34.3%	0.153	3.0%	54%	False	False	11,805
120	6.160	4.140	2.020	39.8%	0.152	3.0%	47%	False	False	10,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.102
2.618	5.782
1.618	5.586
1.000	5.465
0.618	5.390
HIGH	5.269
0.618	5.194
0.500	5.171
0.382	5.148
LOW	5.073
0.618	4.952
1.000	4.877
1.618	4.756
2.618	4.560
4.250	4.240

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	5.171	5.168
PP	5.141	5.139
S1	5.111	5.110

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

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