NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	4.175	4.337	0.162	3.9%	4.111
High	4.330	4.399	0.069	1.6%	4.399
Low	4.154	4.260	0.106	2.6%	4.036
Close	4.294	4.341	0.047	1.1%	4.341
Range	0.176	0.139	-0.037	-21.0%	0.363
ATR	0.166	0.164	-0.002	-1.2%	0.000
Volume	108,945	92,962	-15,983	-14.7%	389,390

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.750	4.685	4.417
R3	4.611	4.546	4.379
R2	4.472	4.472	4.366
R1	4.407	4.407	4.354	4.440
PP	4.333	4.333	4.333	4.350
S1	4.268	4.268	4.328	4.301
S2	4.194	4.194	4.316
S3	4.055	4.129	4.303
S4	3.916	3.990	4.265

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.348	5.207	4.541
R3	4.985	4.844	4.441
R2	4.622	4.622	4.408
R1	4.481	4.481	4.374	4.552
PP	4.259	4.259	4.259	4.294
S1	4.118	4.118	4.308	4.189
S2	3.896	3.896	4.274
S3	3.533	3.755	4.241
S4	3.170	3.392	4.141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.399	4.036	0.363	8.4%	0.139	3.2%	84%	True	False	77,878
10	4.587	4.036	0.551	12.7%	0.155	3.6%	55%	False	False	70,868
20	4.587	3.971	0.616	14.2%	0.159	3.7%	60%	False	False	57,326
40	4.587	3.971	0.616	14.2%	0.175	4.0%	60%	False	False	45,590
60	4.843	3.971	0.872	20.1%	0.159	3.7%	42%	False	False	34,559
80	5.810	3.971	1.839	42.4%	0.156	3.6%	20%	False	False	27,574
100	6.050	3.971	2.079	47.9%	0.160	3.7%	18%	False	False	22,824
120	6.075	3.971	2.104	48.5%	0.165	3.8%	18%	False	False	19,423

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.042
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.990
2.618	4.763
1.618	4.624
1.000	4.538
0.618	4.485
HIGH	4.399
0.618	4.346
0.500	4.330
0.382	4.313
LOW	4.260
0.618	4.174
1.000	4.121
1.618	4.035
2.618	3.896
4.250	3.669

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	4.337	4.316
PP	4.333	4.292
S1	4.330	4.267

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

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