NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	5.152	5.012	-0.140	-2.7%	4.841
High	5.196	5.178	-0.018	-0.3%	4.995
Low	4.965	4.980	0.015	0.3%	4.628
Close	4.978	5.162	0.184	3.7%	4.781
Range	0.231	0.198	-0.033	-14.3%	0.367
ATR	0.204	0.204	0.000	-0.1%	0.000
Volume	139,488	118,021	-21,467	-15.4%	728,293

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.701	5.629	5.271
R3	5.503	5.431	5.216
R2	5.305	5.305	5.198
R1	5.233	5.233	5.180	5.269
PP	5.107	5.107	5.107	5.125
S1	5.035	5.035	5.144	5.071
S2	4.909	4.909	5.126
S3	4.711	4.837	5.108
S4	4.513	4.639	5.053

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.902	5.709	4.983
R3	5.535	5.342	4.882
R2	5.168	5.168	4.848
R1	4.975	4.975	4.815	4.888
PP	4.801	4.801	4.801	4.758
S1	4.608	4.608	4.747	4.521
S2	4.434	4.434	4.714
S3	4.067	4.241	4.680
S4	3.700	3.874	4.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.196	4.675	0.521	10.1%	0.184	3.6%	93%	False	False	128,450
10	5.196	4.609	0.587	11.4%	0.217	4.2%	94%	False	False	139,713
20	5.196	4.036	1.160	22.5%	0.197	3.8%	97%	False	False	111,002
40	5.196	3.971	1.225	23.7%	0.188	3.6%	97%	False	False	75,973
60	5.196	3.971	1.225	23.7%	0.183	3.6%	97%	False	False	60,450
80	5.196	3.971	1.225	23.7%	0.167	3.2%	97%	False	False	47,867
100	5.810	3.971	1.839	35.6%	0.165	3.2%	65%	False	False	39,389
120	6.075	3.971	2.104	40.8%	0.167	3.2%	57%	False	False	33,367

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.020
2.618	5.696
1.618	5.498
1.000	5.376
0.618	5.300
HIGH	5.178
0.618	5.102
0.500	5.079
0.382	5.056
LOW	4.980
0.618	4.858
1.000	4.782
1.618	4.660
2.618	4.462
4.250	4.139

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	5.134	5.135
PP	5.107	5.108
S1	5.079	5.081

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

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