NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	4.481	4.440	-0.041	-0.9%	4.242
High	4.506	4.497	-0.009	-0.2%	4.509
Low	4.376	4.397	0.021	0.5%	4.086
Close	4.467	4.438	-0.029	-0.6%	4.453
Range	0.130	0.100	-0.030	-23.1%	0.423
ATR	0.169	0.164	-0.005	-2.9%	0.000
Volume	23,796	16,149	-7,647	-32.1%	105,468

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.744	4.691	4.493
R3	4.644	4.591	4.466
R2	4.544	4.544	4.456
R1	4.491	4.491	4.447	4.468
PP	4.444	4.444	4.444	4.432
S1	4.391	4.391	4.429	4.368
S2	4.344	4.344	4.420
S3	4.244	4.291	4.411
S4	4.144	4.191	4.383

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.618	5.459	4.686
R3	5.195	5.036	4.569
R2	4.772	4.772	4.531
R1	4.613	4.613	4.492	4.693
PP	4.349	4.349	4.349	4.389
S1	4.190	4.190	4.414	4.270
S2	3.926	3.926	4.375
S3	3.503	3.767	4.337
S4	3.080	3.344	4.220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.509	4.138	0.371	8.4%	0.155	3.5%	81%	False	False	20,200
10	4.509	4.086	0.423	9.5%	0.155	3.5%	83%	False	False	30,464
20	4.530	4.035	0.495	11.2%	0.186	4.2%	81%	False	False	31,370
40	5.000	4.035	0.965	21.7%	0.150	3.4%	42%	False	False	21,363
60	5.810	4.035	1.775	40.0%	0.150	3.4%	23%	False	False	16,190
80	6.050	4.035	2.015	45.4%	0.158	3.6%	20%	False	False	13,050
100	6.075	4.035	2.040	46.0%	0.164	3.7%	20%	False	False	10,924
120	6.075	4.035	2.040	46.0%	0.164	3.7%	20%	False	False	9,348

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.922
2.618	4.759
1.618	4.659
1.000	4.597
0.618	4.559
HIGH	4.497
0.618	4.459
0.500	4.447
0.382	4.435
LOW	4.397
0.618	4.335
1.000	4.297
1.618	4.235
2.618	4.135
4.250	3.972

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	4.447	4.422
PP	4.444	4.406
S1	4.441	4.390

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

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