NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 27-May-2010

Day Change Summary
	Previous	Current
	26-May-2010	27-May-2010	Change	Change %	Previous Week
Open	4.274	4.292	0.018	0.4%	4.554
High	4.436	4.451	0.015	0.3%	4.702
Low	4.274	4.290	0.016	0.4%	4.232
Close	4.309	4.422	0.113	2.6%	4.241
Range	0.162	0.161	-0.001	-0.6%	0.470
ATR	0.152	0.153	0.001	0.4%	0.000
Volume	12,566	14,802	2,236	17.8%	89,269

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.871	4.807	4.511
R3	4.710	4.646	4.466
R2	4.549	4.549	4.452
R1	4.485	4.485	4.437	4.517
PP	4.388	4.388	4.388	4.404
S1	4.324	4.324	4.407	4.356
S2	4.227	4.227	4.392
S3	4.066	4.163	4.378
S4	3.905	4.002	4.333

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.802	5.491	4.500
R3	5.332	5.021	4.370
R2	4.862	4.862	4.327
R1	4.551	4.551	4.284	4.472
PP	4.392	4.392	4.392	4.352
S1	4.081	4.081	4.198	4.002
S2	3.922	3.922	4.155
S3	3.452	3.611	4.112
S4	2.982	3.141	3.983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.451	4.168	0.283	6.4%	0.134	3.0%	90%	True	False	12,838
10	4.702	4.168	0.534	12.1%	0.142	3.2%	48%	False	False	16,238
20	4.702	4.140	0.562	12.7%	0.144	3.3%	50%	False	False	16,173
40	4.702	4.140	0.562	12.7%	0.162	3.7%	50%	False	False	12,222
60	5.081	4.140	0.941	21.3%	0.146	3.3%	30%	False	False	9,964
80	5.884	4.140	1.744	39.4%	0.144	3.3%	16%	False	False	8,187
100	6.160	4.140	2.020	45.7%	0.144	3.3%	14%	False	False	6,900
120	6.160	4.140	2.020	45.7%	0.147	3.3%	14%	False	False	6,160

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	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.135
2.618	4.872
1.618	4.711
1.000	4.612
0.618	4.550
HIGH	4.451
0.618	4.389
0.500	4.371
0.382	4.352
LOW	4.290
0.618	4.191
1.000	4.129
1.618	4.030
2.618	3.869
4.250	3.606

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	4.405	4.385
PP	4.388	4.347
S1	4.371	4.310

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

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