NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	4.610	4.670	0.060	1.3%	5.092
High	4.665	4.945	0.280	6.0%	5.252
Low	4.516	4.570	0.054	1.2%	4.771
Close	4.652	4.880	0.228	4.9%	4.943
Range	0.149	0.375	0.226	151.7%	0.481
ATR	0.190	0.203	0.013	7.0%	0.000
Volume	24,887	31,107	6,220	25.0%	101,484

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.923	5.777	5.086
R3	5.548	5.402	4.983
R2	5.173	5.173	4.949
R1	5.027	5.027	4.914	5.100
PP	4.798	4.798	4.798	4.835
S1	4.652	4.652	4.846	4.725
S2	4.423	4.423	4.811
S3	4.048	4.277	4.777
S4	3.673	3.902	4.674

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	9.1%	0.207	4.3%	82%	False	False	19,583
10	5.269	4.516	0.753	15.4%	0.210	4.3%	48%	False	False	21,174
20	5.282	4.516	0.766	15.7%	0.209	4.3%	48%	False	False	30,855
40	5.282	4.140	1.142	23.4%	0.185	3.8%	65%	False	False	24,324
60	5.282	4.140	1.142	23.4%	0.175	3.6%	65%	False	False	19,210
80	5.282	4.140	1.142	23.4%	0.166	3.4%	65%	False	False	16,022
100	5.789	4.140	1.649	33.8%	0.158	3.2%	45%	False	False	13,479
120	5.990	4.140	1.850	37.9%	0.156	3.2%	40%	False	False	11,542

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	0.060
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	6.539
2.618	5.927
1.618	5.552
1.000	5.320
0.618	5.177
HIGH	4.945
0.618	4.802
0.500	4.758
0.382	4.713
LOW	4.570
0.618	4.338
1.000	4.195
1.618	3.963
2.618	3.588
4.250	2.976

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	4.839	4.830
PP	4.798	4.780
S1	4.758	4.731

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

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