NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	4.350	4.217	-0.133	-3.1%	4.111
High	4.431	4.440	0.009	0.2%	4.399
Low	4.227	4.217	-0.010	-0.2%	4.036
Close	4.248	4.424	0.176	4.1%	4.341
Range	0.204	0.223	0.019	9.3%	0.363
ATR	0.167	0.171	0.004	2.4%	0.000
Volume	99,760	98,911	-849	-0.9%	389,390

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.029	4.950	4.547
R3	4.806	4.727	4.485
R2	4.583	4.583	4.465
R1	4.504	4.504	4.444	4.544
PP	4.360	4.360	4.360	4.380
S1	4.281	4.281	4.404	4.321
S2	4.137	4.137	4.383
S3	3.914	4.058	4.363
S4	3.691	3.835	4.301

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	4.440	4.135	0.305	6.9%	0.184	4.2%	95%	True	False	94,191
10	4.440	4.036	0.404	9.1%	0.165	3.7%	96%	True	False	76,848
20	4.587	3.971	0.616	13.9%	0.170	3.8%	74%	False	False	64,676
40	4.587	3.971	0.616	13.9%	0.172	3.9%	74%	False	False	49,289
60	4.815	3.971	0.844	19.1%	0.163	3.7%	54%	False	False	37,464
80	5.810	3.971	1.839	41.6%	0.157	3.5%	25%	False	False	29,946
100	5.900	3.971	1.929	43.6%	0.160	3.6%	23%	False	False	24,759
120	6.075	3.971	2.104	47.6%	0.165	3.7%	22%	False	False	21,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5.388
2.618	5.024
1.618	4.801
1.000	4.663
0.618	4.578
HIGH	4.440
0.618	4.355
0.500	4.329
0.382	4.302
LOW	4.217
0.618	4.079
1.000	3.994
1.618	3.856
2.618	3.633
4.250	3.269

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	4.392	4.392
PP	4.360	4.360
S1	4.329	4.329

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

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