NYMEX Natural Gas Future September 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	4.490	4.385	-0.105	-2.3%	4.213
High	4.550	4.540	-0.010	-0.2%	4.520
Low	4.357	4.362	0.005	0.1%	4.168
Close	4.371	4.531	0.160	3.7%	4.464
Range	0.193	0.178	-0.015	-7.8%	0.352
ATR	0.154	0.155	0.002	1.1%	0.000
Volume	24,592	18,870	-5,722	-23.3%	62,968

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.012	4.949	4.629
R3	4.834	4.771	4.580
R2	4.656	4.656	4.564
R1	4.593	4.593	4.547	4.625
PP	4.478	4.478	4.478	4.493
S1	4.415	4.415	4.515	4.447
S2	4.300	4.300	4.498
S3	4.122	4.237	4.482
S4	3.944	4.059	4.433

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.440	5.304	4.658
R3	5.088	4.952	4.561
R2	4.736	4.736	4.529
R1	4.600	4.600	4.496	4.668
PP	4.384	4.384	4.384	4.418
S1	4.248	4.248	4.432	4.316
S2	4.032	4.032	4.399
S3	3.680	3.896	4.367
S4	3.328	3.544	4.270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.550	4.274	0.276	6.1%	0.163	3.6%	93%	False	False	16,883
10	4.559	4.168	0.391	8.6%	0.151	3.3%	93%	False	False	15,851
20	4.702	4.140	0.562	12.4%	0.152	3.3%	70%	False	False	17,028
40	4.702	4.140	0.562	12.4%	0.154	3.4%	70%	False	False	12,866
60	4.914	4.140	0.774	17.1%	0.149	3.3%	51%	False	False	10,688
80	5.884	4.140	1.744	38.5%	0.144	3.2%	22%	False	False	8,829
100	5.990	4.140	1.850	40.8%	0.144	3.2%	21%	False	False	7,413
120	6.160	4.140	2.020	44.6%	0.148	3.3%	19%	False	False	6,552

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	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.297
2.618	5.006
1.618	4.828
1.000	4.718
0.618	4.650
HIGH	4.540
0.618	4.472
0.500	4.451
0.382	4.430
LOW	4.362
0.618	4.252
1.000	4.184
1.618	4.074
2.618	3.896
4.250	3.606

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	4.504	4.505
PP	4.478	4.479
S1	4.451	4.454

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

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