NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	4.885	4.840	-0.045	-0.9%	5.092
High	4.941	4.961	0.020	0.4%	5.252
Low	4.788	4.824	0.036	0.8%	4.771
Close	4.834	4.943	0.109	2.3%	4.943
Range	0.153	0.137	-0.016	-10.5%	0.481
ATR	0.195	0.191	-0.004	-2.1%	0.000
Volume	23,148	13,253	-9,895	-42.7%	101,484

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.320	5.269	5.018
R3	5.183	5.132	4.981
R2	5.046	5.046	4.968
R1	4.995	4.995	4.956	5.021
PP	4.909	4.909	4.909	4.922
S1	4.858	4.858	4.930	4.884
S2	4.772	4.772	4.918
S3	4.635	4.721	4.905
S4	4.498	4.584	4.868

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.432	6.168	5.208
R3	5.951	5.687	5.075
R2	5.470	5.470	5.031
R1	5.206	5.206	4.987	5.098
PP	4.989	4.989	4.989	4.934
S1	4.725	4.725	4.899	4.617
S2	4.508	4.508	4.855
S3	4.027	4.244	4.811
S4	3.546	3.763	4.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.252	4.771	0.481	9.7%	0.201	4.1%	36%	False	False	20,296
10	5.282	4.771	0.511	10.3%	0.198	4.0%	34%	False	False	24,265
20	5.282	4.357	0.925	18.7%	0.203	4.1%	63%	False	False	30,870
40	5.282	4.140	1.142	23.1%	0.173	3.5%	70%	False	False	23,521
60	5.282	4.140	1.142	23.1%	0.176	3.6%	70%	False	False	18,438
80	5.282	4.140	1.142	23.1%	0.161	3.2%	70%	False	False	15,190
100	5.884	4.140	1.744	35.3%	0.156	3.1%	46%	False	False	12,723
120	6.160	4.140	2.020	40.9%	0.154	3.1%	40%	False	False	10,895

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.543
2.618	5.320
1.618	5.183
1.000	5.098
0.618	5.046
HIGH	4.961
0.618	4.909
0.500	4.893
0.382	4.876
LOW	4.824
0.618	4.739
1.000	4.687
1.618	4.602
2.618	4.465
4.250	4.242

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	4.926	4.920
PP	4.909	4.898
S1	4.893	4.875

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

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