NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	4.859	4.686	-0.173	-3.6%	4.872
High	4.893	4.916	0.023	0.5%	4.945
Low	4.648	4.685	0.037	0.8%	4.516
Close	4.717	4.702	-0.015	-0.3%	4.717
Range	0.245	0.231	-0.014	-5.7%	0.429
ATR	0.206	0.208	0.002	0.9%	0.000
Volume	38,767	20,100	-18,667	-48.2%	123,433

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.461	5.312	4.829
R3	5.230	5.081	4.766
R2	4.999	4.999	4.744
R1	4.850	4.850	4.723	4.925
PP	4.768	4.768	4.768	4.805
S1	4.619	4.619	4.681	4.694
S2	4.537	4.537	4.660
S3	4.306	4.388	4.638
S4	4.075	4.157	4.575

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.013	5.794	4.953
R3	5.584	5.365	4.835
R2	5.155	5.155	4.796
R1	4.936	4.936	4.756	4.831
PP	4.726	4.726	4.726	4.674
S1	4.507	4.507	4.678	4.402
S2	4.297	4.297	4.638
S3	3.868	4.078	4.599
S4	3.439	3.649	4.481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.945	4.516	0.429	9.1%	0.245	5.2%	43%	False	False	25,774
10	5.010	4.516	0.494	10.5%	0.203	4.3%	38%	False	False	22,396
20	5.282	4.516	0.766	16.3%	0.202	4.3%	24%	False	False	29,491
40	5.282	4.168	1.114	23.7%	0.187	4.0%	48%	False	False	24,977
60	5.282	4.140	1.142	24.3%	0.177	3.8%	49%	False	False	19,934
80	5.282	4.140	1.142	24.3%	0.168	3.6%	49%	False	False	16,521
100	5.789	4.140	1.649	35.1%	0.160	3.4%	34%	False	False	13,998
120	5.990	4.140	1.850	39.3%	0.158	3.4%	30%	False	False	12,005

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	0.043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.898
2.618	5.521
1.618	5.290
1.000	5.147
0.618	5.059
HIGH	4.916
0.618	4.828
0.500	4.801
0.382	4.773
LOW	4.685
0.618	4.542
1.000	4.454
1.618	4.311
2.618	4.080
4.250	3.703

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	4.801	4.758
PP	4.768	4.739
S1	4.735	4.721

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

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