NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	4.217	4.430	0.213	5.1%	4.228
High	4.322	4.492	0.170	3.9%	4.385
Low	4.186	4.320	0.134	3.2%	4.140
Close	4.298	4.430	0.132	3.1%	4.298
Range	0.136	0.172	0.036	26.5%	0.245
ATR	0.157	0.160	0.003	1.7%	0.000
Volume	18,488	15,103	-3,385	-18.3%	67,064

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.930	4.852	4.525
R3	4.758	4.680	4.477
R2	4.586	4.586	4.462
R1	4.508	4.508	4.446	4.516
PP	4.414	4.414	4.414	4.418
S1	4.336	4.336	4.414	4.344
S2	4.242	4.242	4.398
S3	4.070	4.164	4.383
S4	3.898	3.992	4.335

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.009	4.899	4.433
R3	4.764	4.654	4.365
R2	4.519	4.519	4.343
R1	4.409	4.409	4.320	4.464
PP	4.274	4.274	4.274	4.302
S1	4.164	4.164	4.276	4.219
S2	4.029	4.029	4.253
S3	3.784	3.919	4.231
S4	3.539	3.674	4.163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.492	4.140	0.352	7.9%	0.146	3.3%	82%	True	False	13,640
10	4.680	4.140	0.540	12.2%	0.159	3.6%	54%	False	False	12,274
20	4.680	4.140	0.540	12.2%	0.154	3.5%	54%	False	False	10,132
40	4.779	4.140	0.639	14.4%	0.152	3.4%	45%	False	False	8,218
60	5.789	4.140	1.649	37.2%	0.143	3.2%	18%	False	False	6,883
80	5.990	4.140	1.850	41.8%	0.142	3.2%	16%	False	False	5,691
100	6.160	4.140	2.020	45.6%	0.145	3.3%	14%	False	False	4,977
120	6.160	4.140	2.020	45.6%	0.150	3.4%	14%	False	False	4,450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.223
2.618	4.942
1.618	4.770
1.000	4.664
0.618	4.598
HIGH	4.492
0.618	4.426
0.500	4.406
0.382	4.386
LOW	4.320
0.618	4.214
1.000	4.148
1.618	4.042
2.618	3.870
4.250	3.589

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	4.422	4.392
PP	4.414	4.354
S1	4.406	4.316

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

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