NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	5.059	5.178	0.119	2.4%	4.925
High	5.226	5.240	0.014	0.3%	5.249
Low	5.032	5.041	0.009	0.2%	4.918
Close	5.212	5.049	-0.163	-3.1%	5.049
Range	0.194	0.199	0.005	2.6%	0.331
ATR	0.197	0.197	0.000	0.1%	0.000
Volume	57,373	78,260	20,887	36.4%	295,761

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.707	5.577	5.158
R3	5.508	5.378	5.104
R2	5.309	5.309	5.085
R1	5.179	5.179	5.067	5.145
PP	5.110	5.110	5.110	5.093
S1	4.980	4.980	5.031	4.946
S2	4.911	4.911	5.013
S3	4.712	4.781	4.994
S4	4.513	4.582	4.940

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.065	5.888	5.231
R3	5.734	5.557	5.140
R2	5.403	5.403	5.110
R1	5.226	5.226	5.079	5.315
PP	5.072	5.072	5.072	5.116
S1	4.895	4.895	5.019	4.984
S2	4.741	4.741	4.988
S3	4.410	4.564	4.958
S4	4.079	4.233	4.867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.249	4.918	0.331	6.6%	0.194	3.8%	40%	False	False	59,152
10	5.249	4.687	0.562	11.1%	0.196	3.9%	64%	False	False	55,298
20	5.249	4.108	1.141	22.6%	0.193	3.8%	82%	False	False	39,334
40	5.249	4.070	1.179	23.4%	0.178	3.5%	83%	False	False	28,428
60	5.249	4.070	1.179	23.4%	0.177	3.5%	83%	False	False	22,814
80	5.249	4.070	1.179	23.4%	0.159	3.1%	83%	False	False	18,391
100	5.864	4.070	1.794	35.5%	0.154	3.0%	55%	False	False	15,363
120	6.111	4.070	2.041	40.4%	0.154	3.0%	48%	False	False	13,232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.086
2.618	5.761
1.618	5.562
1.000	5.439
0.618	5.363
HIGH	5.240
0.618	5.164
0.500	5.141
0.382	5.117
LOW	5.041
0.618	4.918
1.000	4.842
1.618	4.719
2.618	4.520
4.250	4.195

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	5.141	5.133
PP	5.110	5.105
S1	5.080	5.077

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

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