NYMEX Natural Gas Future September 2010

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

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	4.895	4.823	-0.072	-1.5%	4.490
High	4.939	4.910	-0.029	-0.6%	5.027
Low	4.783	4.744	-0.039	-0.8%	4.357
Close	4.792	4.761	-0.031	-0.6%	4.863
Range	0.156	0.166	0.010	6.4%	0.670
ATR	0.186	0.184	-0.001	-0.8%	0.000
Volume	56,815	49,431	-7,384	-13.0%	113,157

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.303	5.198	4.852
R3	5.137	5.032	4.807
R2	4.971	4.971	4.791
R1	4.866	4.866	4.776	4.836
PP	4.805	4.805	4.805	4.790
S1	4.700	4.700	4.746	4.670
S2	4.639	4.639	4.731
S3	4.473	4.534	4.715
S4	4.307	4.368	4.670

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	4.695	0.387	8.1%	0.236	5.0%	17%	False	False	48,225
10	5.082	4.290	0.792	16.6%	0.211	4.4%	59%	False	False	34,088
20	5.082	4.168	0.914	19.2%	0.180	3.8%	65%	False	False	25,505
40	5.082	4.140	0.942	19.8%	0.166	3.5%	66%	False	False	18,314
60	5.082	4.140	0.942	19.8%	0.162	3.4%	66%	False	False	14,538
80	5.656	4.140	1.516	31.8%	0.150	3.1%	41%	False	False	11,955
100	5.987	4.140	1.847	38.8%	0.148	3.1%	34%	False	False	10,011
120	6.160	4.140	2.020	42.4%	0.151	3.2%	31%	False	False	8,697

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	0.055
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.616
2.618	5.345
1.618	5.179
1.000	5.076
0.618	5.013
HIGH	4.910
0.618	4.847
0.500	4.827
0.382	4.807
LOW	4.744
0.618	4.641
1.000	4.578
1.618	4.475
2.618	4.309
4.250	4.039

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	4.827	4.913
PP	4.805	4.862
S1	4.783	4.812

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

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