NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	4.945	4.882	-0.063	-1.3%	4.950
High	5.010	4.962	-0.048	-1.0%	5.282
Low	4.771	4.837	0.066	1.4%	4.950
Close	4.837	4.895	0.058	1.2%	5.081
Range	0.239	0.125	-0.114	-47.7%	0.332
ATR	0.204	0.199	-0.006	-2.8%	0.000
Volume	19,296	24,736	5,440	28.2%	141,168

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.273	5.209	4.964
R3	5.148	5.084	4.929
R2	5.023	5.023	4.918
R1	4.959	4.959	4.906	4.991
PP	4.898	4.898	4.898	4.914
S1	4.834	4.834	4.884	4.866
S2	4.773	4.773	4.872
S3	4.648	4.709	4.861
S4	4.523	4.584	4.826

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	5.269	4.771	0.498	10.2%	0.219	4.5%	25%	False	False	21,817
10	5.282	4.744	0.538	11.0%	0.198	4.0%	28%	False	False	30,435
20	5.282	4.274	1.008	20.6%	0.204	4.2%	62%	False	False	30,418
40	5.282	4.140	1.142	23.3%	0.179	3.6%	66%	False	False	23,004
60	5.282	4.140	1.142	23.3%	0.176	3.6%	66%	False	False	18,048
80	5.282	4.140	1.142	23.3%	0.159	3.2%	66%	False	False	14,801
100	5.884	4.140	1.744	35.6%	0.155	3.2%	43%	False	False	12,389
120	6.160	4.140	2.020	41.3%	0.154	3.2%	37%	False	False	10,630

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5.493
2.618	5.289
1.618	5.164
1.000	5.087
0.618	5.039
HIGH	4.962
0.618	4.914
0.500	4.900
0.382	4.885
LOW	4.837
0.618	4.760
1.000	4.712
1.618	4.635
2.618	4.510
4.250	4.306

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	4.900	5.012
PP	4.898	4.973
S1	4.897	4.934

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

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