NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	4.862	5.050	0.188	3.9%	4.490
High	5.045	5.082	0.037	0.7%	5.027
Low	4.750	4.849	0.099	2.1%	4.357
Close	5.006	4.917	-0.089	-1.8%	4.863
Range	0.295	0.233	-0.062	-21.0%	0.670
ATR	0.185	0.188	0.003	1.9%	0.000
Volume	44,367	48,720	4,353	9.8%	113,157

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.648	5.516	5.045
R3	5.415	5.283	4.981
R2	5.182	5.182	4.960
R1	5.050	5.050	4.938	5.000
PP	4.949	4.949	4.949	4.924
S1	4.817	4.817	4.896	4.767
S2	4.716	4.716	4.874
S3	4.483	4.584	4.853
S4	4.250	4.351	4.789

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	5.082	4.362	0.720	14.6%	0.263	5.4%	77%	True	False	36,330
10	5.082	4.168	0.914	18.6%	0.206	4.2%	82%	True	False	25,955
20	5.082	4.168	0.914	18.6%	0.176	3.6%	82%	True	False	22,144
40	5.082	4.140	0.942	19.2%	0.165	3.4%	82%	True	False	16,138
60	5.082	4.140	0.942	19.2%	0.160	3.2%	82%	True	False	12,860
80	5.789	4.140	1.649	33.5%	0.151	3.1%	47%	False	False	10,698
100	5.990	4.140	1.850	37.6%	0.149	3.0%	42%	False	False	8,981
120	6.160	4.140	2.020	41.1%	0.150	3.1%	38%	False	False	7,838

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.046
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.072
2.618	5.692
1.618	5.459
1.000	5.315
0.618	5.226
HIGH	5.082
0.618	4.993
0.500	4.966
0.382	4.938
LOW	4.849
0.618	4.705
1.000	4.616
1.618	4.472
2.618	4.239
4.250	3.859

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	4.966	4.908
PP	4.949	4.898
S1	4.933	4.889

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

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