NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	4.840	4.872	0.032	0.7%	5.092
High	4.961	4.917	-0.044	-0.9%	5.252
Low	4.824	4.767	-0.057	-1.2%	4.771
Close	4.943	4.772	-0.171	-3.5%	4.943
Range	0.137	0.150	0.013	9.5%	0.481
ATR	0.191	0.190	-0.001	-0.6%	0.000
Volume	13,253	14,659	1,406	10.6%	101,484

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.269	5.170	4.855
R3	5.119	5.020	4.813
R2	4.969	4.969	4.800
R1	4.870	4.870	4.786	4.845
PP	4.819	4.819	4.819	4.806
S1	4.720	4.720	4.758	4.695
S2	4.669	4.669	4.745
S3	4.519	4.570	4.731
S4	4.369	4.420	4.690

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	5.010	4.767	0.243	5.1%	0.161	3.4%	2%	False	True	19,018
10	5.282	4.767	0.515	10.8%	0.193	4.0%	1%	False	True	21,271
20	5.282	4.357	0.925	19.4%	0.204	4.3%	45%	False	False	30,923
40	5.282	4.140	1.142	23.9%	0.173	3.6%	55%	False	False	23,432
60	5.282	4.140	1.142	23.9%	0.173	3.6%	55%	False	False	18,529
80	5.282	4.140	1.142	23.9%	0.160	3.4%	55%	False	False	15,328
100	5.884	4.140	1.744	36.5%	0.156	3.3%	36%	False	False	12,852
120	6.160	4.140	2.020	42.3%	0.154	3.2%	31%	False	False	11,008

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.555
2.618	5.310
1.618	5.160
1.000	5.067
0.618	5.010
HIGH	4.917
0.618	4.860
0.500	4.842
0.382	4.824
LOW	4.767
0.618	4.674
1.000	4.617
1.618	4.524
2.618	4.374
4.250	4.130

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	4.842	4.864
PP	4.819	4.833
S1	4.795	4.803

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

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