NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	4.765	4.862	0.097	2.0%	4.490
High	5.027	5.045	0.018	0.4%	5.027
Low	4.695	4.750	0.055	1.2%	4.357
Close	4.863	5.006	0.143	2.9%	4.863
Range	0.332	0.295	-0.037	-11.1%	0.670
ATR	0.176	0.185	0.008	4.8%	0.000
Volume	41,793	44,367	2,574	6.2%	113,157

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.819	5.707	5.168
R3	5.524	5.412	5.087
R2	5.229	5.229	5.060
R1	5.117	5.117	5.033	5.173
PP	4.934	4.934	4.934	4.962
S1	4.822	4.822	4.979	4.878
S2	4.639	4.639	4.952
S3	4.344	4.527	4.925
S4	4.049	4.232	4.844

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.759	6.481	5.232
R3	6.089	5.811	5.047
R2	5.419	5.419	4.986
R1	5.141	5.141	4.924	5.280
PP	4.749	4.749	4.749	4.819
S1	4.471	4.471	4.802	4.610
S2	4.079	4.079	4.740
S3	3.409	3.801	4.679
S4	2.739	3.131	4.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.045	4.357	0.688	13.7%	0.255	5.1%	94%	True	False	31,504
10	5.045	4.168	0.877	17.5%	0.192	3.8%	96%	True	False	22,049
20	5.045	4.168	0.877	17.5%	0.172	3.4%	96%	True	False	20,463
40	5.045	4.140	0.905	18.1%	0.165	3.3%	96%	True	False	15,156
60	5.045	4.140	0.905	18.1%	0.157	3.1%	96%	True	False	12,198
80	5.789	4.140	1.649	32.9%	0.149	3.0%	53%	False	False	10,125
100	5.990	4.140	1.850	37.0%	0.149	3.0%	47%	False	False	8,507
120	6.160	4.140	2.020	40.4%	0.149	3.0%	43%	False	False	7,443

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	0.046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.299
2.618	5.817
1.618	5.522
1.000	5.340
0.618	5.227
HIGH	5.045
0.618	4.932
0.500	4.898
0.382	4.863
LOW	4.750
0.618	4.568
1.000	4.455
1.618	4.273
2.618	3.978
4.250	3.496

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	4.970	4.927
PP	4.934	4.847
S1	4.898	4.768

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

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