NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	5.117	5.209	0.092	1.8%	4.860
High	5.245	5.249	0.004	0.1%	5.044
Low	5.076	5.016	-0.060	-1.2%	4.687
Close	5.240	5.031	-0.209	-4.0%	4.833
Range	0.169	0.233	0.064	37.9%	0.357
ATR	0.194	0.197	0.003	1.4%	0.000
Volume	57,717	61,139	3,422	5.9%	257,228

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.798	5.647	5.159
R3	5.565	5.414	5.095
R2	5.332	5.332	5.074
R1	5.181	5.181	5.052	5.140
PP	5.099	5.099	5.099	5.078
S1	4.948	4.948	5.010	4.907
S2	4.866	4.866	4.988
S3	4.633	4.715	4.967
S4	4.400	4.482	4.903

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	5.249	4.687	0.562	11.2%	0.177	3.5%	61%	True	False	51,513
10	5.249	4.440	0.809	16.1%	0.223	4.4%	73%	True	False	49,681
20	5.249	4.108	1.141	22.7%	0.192	3.8%	81%	True	False	34,887
40	5.249	4.070	1.179	23.4%	0.176	3.5%	82%	True	False	25,467
60	5.249	4.070	1.179	23.4%	0.172	3.4%	82%	True	False	20,691
80	5.249	4.070	1.179	23.4%	0.156	3.1%	82%	True	False	16,772
100	5.940	4.070	1.870	37.2%	0.153	3.0%	51%	False	False	14,057
120	6.111	4.070	2.041	40.6%	0.154	3.1%	47%	False	False	12,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.239
2.618	5.859
1.618	5.626
1.000	5.482
0.618	5.393
HIGH	5.249
0.618	5.160
0.500	5.133
0.382	5.105
LOW	5.016
0.618	4.872
1.000	4.783
1.618	4.639
2.618	4.406
4.250	4.026

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	5.133	5.084
PP	5.099	5.066
S1	5.065	5.049

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

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