NYMEX Natural Gas Future July 2010

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

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	5.128	5.044	-0.084	-1.6%	4.861
High	5.190	5.182	-0.008	-0.2%	5.196
Low	4.987	4.826	-0.161	-3.2%	4.861
Close	4.997	4.873	-0.124	-2.5%	4.997
Range	0.203	0.356	0.153	75.4%	0.335
ATR	0.203	0.214	0.011	5.4%	0.000
Volume	148,765	90,592	-58,173	-39.1%	644,295

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.028	5.807	5.069
R3	5.672	5.451	4.971
R2	5.316	5.316	4.938
R1	5.095	5.095	4.906	5.028
PP	4.960	4.960	4.960	4.927
S1	4.739	4.739	4.840	4.672
S2	4.604	4.604	4.808
S3	4.248	4.383	4.775
S4	3.892	4.027	4.677

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.023	5.845	5.181
R3	5.688	5.510	5.089
R2	5.353	5.353	5.058
R1	5.175	5.175	5.028	5.264
PP	5.018	5.018	5.018	5.063
S1	4.840	4.840	4.966	4.929
S2	4.683	4.683	4.936
S3	4.348	4.505	4.905
S4	4.013	4.170	4.813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.196	4.826	0.370	7.6%	0.232	4.8%	13%	False	True	126,896
10	5.196	4.628	0.568	11.7%	0.208	4.3%	43%	False	False	129,864
20	5.196	4.036	1.160	23.8%	0.209	4.3%	72%	False	False	116,796
40	5.196	3.971	1.225	25.1%	0.190	3.9%	74%	False	False	80,796
60	5.196	3.971	1.225	25.1%	0.189	3.9%	74%	False	False	64,096
80	5.196	3.971	1.225	25.1%	0.171	3.5%	74%	False	False	50,720
100	5.810	3.971	1.839	37.7%	0.167	3.4%	49%	False	False	41,730
120	6.075	3.971	2.104	43.2%	0.170	3.5%	43%	False	False	35,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.695
2.618	6.114
1.618	5.758
1.000	5.538
0.618	5.402
HIGH	5.182
0.618	5.046
0.500	5.004
0.382	4.962
LOW	4.826
0.618	4.606
1.000	4.470
1.618	4.250
2.618	3.894
4.250	3.313

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	5.004	5.008
PP	4.960	4.963
S1	4.917	4.918

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

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