NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	4.430	4.430	0.000	0.0%	4.686
High	4.472	4.473	0.001	0.0%	4.916
Low	4.359	4.367	0.008	0.2%	4.359
Close	4.418	4.401	-0.017	-0.4%	4.418
Range	0.113	0.106	-0.007	-6.2%	0.557
ATR	0.205	0.198	-0.007	-3.4%	0.000
Volume	47,604	36,269	-11,335	-23.8%	135,649

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.732	4.672	4.459
R3	4.626	4.566	4.430
R2	4.520	4.520	4.420
R1	4.460	4.460	4.411	4.437
PP	4.414	4.414	4.414	4.402
S1	4.354	4.354	4.391	4.331
S2	4.308	4.308	4.382
S3	4.202	4.248	4.372
S4	4.096	4.142	4.343

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.235	5.884	4.724
R3	5.678	5.327	4.571
R2	5.121	5.121	4.520
R1	4.770	4.770	4.469	4.667
PP	4.564	4.564	4.564	4.513
S1	4.213	4.213	4.367	4.110
S2	4.007	4.007	4.316
S3	3.450	3.656	4.265
S4	2.893	3.099	4.112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.916	4.359	0.557	12.7%	0.184	4.2%	8%	False	False	34,383
10	4.945	4.359	0.586	13.3%	0.207	4.7%	7%	False	False	29,535
20	5.282	4.359	0.923	21.0%	0.202	4.6%	5%	False	False	26,900
40	5.282	4.168	1.114	25.3%	0.189	4.3%	21%	False	False	26,878
60	5.282	4.140	1.142	25.9%	0.176	4.0%	23%	False	False	21,811
80	5.282	4.140	1.142	25.9%	0.173	3.9%	23%	False	False	18,197
100	5.613	4.140	1.473	33.5%	0.161	3.7%	18%	False	False	15,400
120	5.987	4.140	1.847	42.0%	0.157	3.6%	14%	False	False	13,219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	4.924
2.618	4.751
1.618	4.645
1.000	4.579
0.618	4.539
HIGH	4.473
0.618	4.433
0.500	4.420
0.382	4.407
LOW	4.367
0.618	4.301
1.000	4.261
1.618	4.195
2.618	4.089
4.250	3.917

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	4.420	4.500
PP	4.414	4.467
S1	4.407	4.434

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

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