NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	3.993	3.972	-0.021	-0.5%	4.244
High	4.104	4.077	-0.027	-0.7%	4.285
Low	3.984	3.934	-0.050	-1.3%	4.001
Close	4.001	4.062	0.061	1.5%	4.007
Range	0.120	0.143	0.023	19.2%	0.284
ATR	0.135	0.135	0.001	0.4%	0.000
Volume	20,524	20,416	-108	-0.5%	82,806

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.453	4.401	4.141
R3	4.310	4.258	4.101
R2	4.167	4.167	4.088
R1	4.115	4.115	4.075	4.141
PP	4.024	4.024	4.024	4.038
S1	3.972	3.972	4.049	3.998
S2	3.881	3.881	4.036
S3	3.738	3.829	4.023
S4	3.595	3.686	3.983

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.950	4.762	4.163
R3	4.666	4.478	4.085
R2	4.382	4.382	4.059
R1	4.194	4.194	4.033	4.146
PP	4.098	4.098	4.098	4.074
S1	3.910	3.910	3.981	3.862
S2	3.814	3.814	3.955
S3	3.530	3.626	3.929
S4	3.246	3.342	3.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.254	3.934	0.320	7.9%	0.124	3.1%	40%	False	True	18,139
10	4.511	3.934	0.577	14.2%	0.128	3.2%	22%	False	True	17,535
20	4.920	3.934	0.986	24.3%	0.123	3.0%	13%	False	True	16,421
40	5.738	3.934	1.804	44.4%	0.140	3.4%	7%	False	True	12,943

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.685
2.618	4.451
1.618	4.308
1.000	4.220
0.618	4.165
HIGH	4.077
0.618	4.022
0.500	4.006
0.382	3.989
LOW	3.934
0.618	3.846
1.000	3.791
1.618	3.703
2.618	3.560
4.250	3.326

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	4.043	4.050
PP	4.024	4.037
S1	4.006	4.025

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

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