NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	4.153	4.179	0.026	0.6%	4.359
High	4.197	4.245	0.048	1.1%	4.469
Low	4.086	4.145	0.059	1.4%	4.175
Close	4.185	4.167	-0.018	-0.4%	4.243
Range	0.111	0.100	-0.011	-9.9%	0.294
ATR	0.169	0.164	-0.005	-2.9%	0.000
Volume	21,846	14,636	-7,210	-33.0%	275,172

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.486	4.426	4.222
R3	4.386	4.326	4.195
R2	4.286	4.286	4.185
R1	4.226	4.226	4.176	4.206
PP	4.186	4.186	4.186	4.176
S1	4.126	4.126	4.158	4.106
S2	4.086	4.086	4.149
S3	3.986	4.026	4.140
S4	3.886	3.926	4.112

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.178	5.004	4.405
R3	4.884	4.710	4.324
R2	4.590	4.590	4.297
R1	4.416	4.416	4.270	4.356
PP	4.296	4.296	4.296	4.266
S1	4.122	4.122	4.216	4.062
S2	4.002	4.002	4.189
S3	3.708	3.828	4.162
S4	3.414	3.534	4.081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.418	4.086	0.332	8.0%	0.149	3.6%	24%	False	False	31,079
10	4.469	4.079	0.390	9.4%	0.171	4.1%	23%	False	False	41,786
20	4.530	4.035	0.495	11.9%	0.175	4.2%	27%	False	False	29,406
40	5.148	4.035	1.113	26.7%	0.146	3.5%	12%	False	False	19,761
60	5.810	4.035	1.775	42.6%	0.150	3.6%	7%	False	False	15,000
80	6.075	4.035	2.040	49.0%	0.157	3.8%	6%	False	False	12,065
100	6.075	4.035	2.040	49.0%	0.168	4.0%	6%	False	False	10,129
120	6.075	4.035	2.040	49.0%	0.165	4.0%	6%	False	False	8,694

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	0.043
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.670
2.618	4.507
1.618	4.407
1.000	4.345
0.618	4.307
HIGH	4.245
0.618	4.207
0.500	4.195
0.382	4.183
LOW	4.145
0.618	4.083
1.000	4.045
1.618	3.983
2.618	3.883
4.250	3.720

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	4.195	4.181
PP	4.186	4.176
S1	4.176	4.172

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

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