NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	4.784	4.610	-0.174	-3.6%	5.092
High	4.792	4.665	-0.127	-2.7%	5.252
Low	4.566	4.516	-0.050	-1.1%	4.771
Close	4.587	4.652	0.065	1.4%	4.943
Range	0.226	0.149	-0.077	-34.1%	0.481
ATR	0.193	0.190	-0.003	-1.6%	0.000
Volume	14,013	24,887	10,874	77.6%	101,484

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.058	5.004	4.734
R3	4.909	4.855	4.693
R2	4.760	4.760	4.679
R1	4.706	4.706	4.666	4.733
PP	4.611	4.611	4.611	4.625
S1	4.557	4.557	4.638	4.584
S2	4.462	4.462	4.625
S3	4.313	4.408	4.611
S4	4.164	4.259	4.570

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	4.961	4.516	0.445	9.6%	0.163	3.5%	31%	False	True	17,992
10	5.269	4.516	0.753	16.2%	0.191	4.1%	18%	False	True	19,904
20	5.282	4.491	0.791	17.0%	0.205	4.4%	20%	False	False	30,695
40	5.282	4.140	1.142	24.5%	0.178	3.8%	45%	False	False	23,861
60	5.282	4.140	1.142	24.5%	0.171	3.7%	45%	False	False	18,809
80	5.282	4.140	1.142	24.5%	0.163	3.5%	45%	False	False	15,690
100	5.884	4.140	1.744	37.5%	0.156	3.4%	29%	False	False	13,202
120	5.990	4.140	1.850	39.8%	0.154	3.3%	28%	False	False	11,294

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.298
2.618	5.055
1.618	4.906
1.000	4.814
0.618	4.757
HIGH	4.665
0.618	4.608
0.500	4.591
0.382	4.573
LOW	4.516
0.618	4.424
1.000	4.367
1.618	4.275
2.618	4.126
4.250	3.883

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	4.632	4.717
PP	4.611	4.695
S1	4.591	4.674

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

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