NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	4.925	5.117	0.192	3.9%	4.860
High	5.093	5.245	0.152	3.0%	5.044
Low	4.918	5.076	0.158	3.2%	4.687
Close	5.060	5.240	0.180	3.6%	4.833
Range	0.175	0.169	-0.006	-3.4%	0.357
ATR	0.195	0.194	-0.001	-0.4%	0.000
Volume	41,272	57,717	16,445	39.8%	257,228

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.694	5.636	5.333
R3	5.525	5.467	5.286
R2	5.356	5.356	5.271
R1	5.298	5.298	5.255	5.327
PP	5.187	5.187	5.187	5.202
S1	5.129	5.129	5.225	5.158
S2	5.018	5.018	5.209
S3	4.849	4.960	5.194
S4	4.680	4.791	5.147

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.926	5.736	5.029
R3	5.569	5.379	4.931
R2	5.212	5.212	4.898
R1	5.022	5.022	4.866	4.939
PP	4.855	4.855	4.855	4.813
S1	4.665	4.665	4.800	4.582
S2	4.498	4.498	4.768
S3	4.141	4.308	4.735
S4	3.784	3.951	4.637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.245	4.687	0.558	10.6%	0.163	3.1%	99%	True	False	51,413
10	5.245	4.285	0.960	18.3%	0.221	4.2%	99%	True	False	45,373
20	5.245	4.108	1.137	21.7%	0.190	3.6%	100%	True	False	32,823
40	5.245	4.070	1.175	22.4%	0.173	3.3%	100%	True	False	24,182
60	5.245	4.070	1.175	22.4%	0.170	3.2%	100%	True	False	19,739
80	5.245	4.070	1.175	22.4%	0.154	2.9%	100%	True	False	16,055
100	5.951	4.070	1.881	35.9%	0.152	2.9%	62%	False	False	13,462
120	6.111	4.070	2.041	39.0%	0.153	2.9%	57%	False	False	11,645

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 2 trading days

Fibonacci Retracements and Extensions
4.250	5.963
2.618	5.687
1.618	5.518
1.000	5.414
0.618	5.349
HIGH	5.245
0.618	5.180
0.500	5.161
0.382	5.141
LOW	5.076
0.618	4.972
1.000	4.907
1.618	4.803
2.618	4.634
4.250	4.358

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	5.214	5.156
PP	5.187	5.072
S1	5.161	4.989

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

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