NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	4.860	5.030	0.170	3.5%	4.448
High	4.991	5.044	0.053	1.1%	5.017
Low	4.713	4.804	0.091	1.9%	4.285
Close	4.968	4.865	-0.103	-2.1%	4.842
Range	0.278	0.240	-0.038	-13.7%	0.732
ATR	0.193	0.196	0.003	1.7%	0.000
Volume	47,198	51,951	4,753	10.1%	124,067

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.624	5.485	4.997
R3	5.384	5.245	4.931
R2	5.144	5.144	4.909
R1	5.005	5.005	4.887	4.955
PP	4.904	4.904	4.904	4.879
S1	4.765	4.765	4.843	4.715
S2	4.664	4.664	4.821
S3	4.424	4.525	4.799
S4	4.184	4.285	4.733

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.911	6.608	5.245
R3	6.179	5.876	5.043
R2	5.447	5.447	4.976
R1	5.144	5.144	4.909	5.296
PP	4.715	4.715	4.715	4.790
S1	4.412	4.412	4.775	4.564
S2	3.983	3.983	4.708
S3	3.251	3.680	4.641
S4	2.519	2.948	4.439

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.044	4.285	0.759	15.6%	0.278	5.7%	76%	True	False	39,333
10	5.044	4.108	0.936	19.2%	0.219	4.5%	81%	True	False	29,922
20	5.044	4.108	0.936	19.2%	0.185	3.8%	81%	True	False	25,590
40	5.044	4.070	0.974	20.0%	0.173	3.6%	82%	True	False	19,761
60	5.044	4.070	0.974	20.0%	0.166	3.4%	82%	True	False	15,903
80	5.752	4.070	1.682	34.6%	0.153	3.1%	47%	False	False	13,103
100	5.960	4.070	1.890	38.8%	0.151	3.1%	42%	False	False	10,983
120	6.111	4.070	2.041	42.0%	0.154	3.2%	39%	False	False	9,653

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.049
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.064
2.618	5.672
1.618	5.432
1.000	5.284
0.618	5.192
HIGH	5.044
0.618	4.952
0.500	4.924
0.382	4.896
LOW	4.804
0.618	4.656
1.000	4.564
1.618	4.416
2.618	4.176
4.250	3.784

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	4.924	4.861
PP	4.904	4.856
S1	4.885	4.852

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

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