NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	5.090	4.909	-0.181	-3.6%	4.925
High	5.224	4.927	-0.297	-5.7%	5.249
Low	4.865	4.727	-0.138	-2.8%	4.918
Close	4.910	4.794	-0.116	-2.4%	5.049
Range	0.359	0.200	-0.159	-44.3%	0.331
ATR	0.209	0.208	-0.001	-0.3%	0.000
Volume	33,748	53,707	19,959	59.1%	295,761

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.416	5.305	4.904
R3	5.216	5.105	4.849
R2	5.016	5.016	4.831
R1	4.905	4.905	4.812	4.861
PP	4.816	4.816	4.816	4.794
S1	4.705	4.705	4.776	4.661
S2	4.616	4.616	4.757
S3	4.416	4.505	4.739
S4	4.216	4.305	4.684

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	4.727	0.522	10.9%	0.237	4.9%	13%	False	True	56,845
10	5.249	4.687	0.562	11.7%	0.200	4.2%	19%	False	False	54,129
20	5.249	4.108	1.141	23.8%	0.209	4.4%	60%	False	False	42,025
40	5.249	4.070	1.179	24.6%	0.184	3.8%	61%	False	False	30,168
60	5.249	4.070	1.179	24.6%	0.182	3.8%	61%	False	False	24,111
80	5.249	4.070	1.179	24.6%	0.164	3.4%	61%	False	False	19,415
100	5.864	4.070	1.794	37.4%	0.157	3.3%	40%	False	False	16,182
120	6.111	4.070	2.041	42.6%	0.157	3.3%	35%	False	False	13,904

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	5.777
2.618	5.451
1.618	5.251
1.000	5.127
0.618	5.051
HIGH	4.927
0.618	4.851
0.500	4.827
0.382	4.803
LOW	4.727
0.618	4.603
1.000	4.527
1.618	4.403
2.618	4.203
4.250	3.877

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	4.827	4.984
PP	4.816	4.920
S1	4.805	4.857

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

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