NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	5.224	5.092	-0.132	-2.5%	4.950
High	5.269	5.252	-0.017	-0.3%	5.282
Low	5.073	4.900	-0.173	-3.4%	4.950
Close	5.081	4.944	-0.137	-2.7%	5.081
Range	0.196	0.352	0.156	79.6%	0.332
ATR	0.190	0.202	0.012	6.1%	0.000
Volume	25,598	21,051	-4,547	-17.8%	141,168

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.088	5.868	5.138
R3	5.736	5.516	5.041
R2	5.384	5.384	5.009
R1	5.164	5.164	4.976	5.098
PP	5.032	5.032	5.032	4.999
S1	4.812	4.812	4.912	4.746
S2	4.680	4.680	4.879
S3	4.328	4.460	4.847
S4	3.976	4.108	4.750

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.100	5.923	5.264
R3	5.768	5.591	5.172
R2	5.436	5.436	5.142
R1	5.259	5.259	5.111	5.348
PP	5.104	5.104	5.104	5.149
S1	4.927	4.927	5.051	5.016
S2	4.772	4.772	5.020
S3	4.440	4.595	4.990
S4	4.108	4.263	4.898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.282	4.900	0.382	7.7%	0.225	4.5%	12%	False	True	23,524
10	5.282	4.744	0.538	10.9%	0.201	4.1%	37%	False	False	36,585
20	5.282	4.168	1.114	22.5%	0.196	4.0%	70%	False	False	29,317
40	5.282	4.140	1.142	23.1%	0.175	3.5%	70%	False	False	22,211
60	5.282	4.140	1.142	23.1%	0.174	3.5%	70%	False	False	17,531
80	5.282	4.140	1.142	23.1%	0.157	3.2%	70%	False	False	14,322
100	5.884	4.140	1.744	35.3%	0.155	3.1%	46%	False	False	11,993
120	6.160	4.140	2.020	40.9%	0.154	3.1%	40%	False	False	10,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	6.748
2.618	6.174
1.618	5.822
1.000	5.604
0.618	5.470
HIGH	5.252
0.618	5.118
0.500	5.076
0.382	5.034
LOW	4.900
0.618	4.682
1.000	4.548
1.618	4.330
2.618	3.978
4.250	3.404

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	5.076	5.085
PP	5.032	5.038
S1	4.988	4.991

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

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