NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	4.909	4.853	-0.056	-1.1%	4.925
High	4.927	4.923	-0.004	-0.1%	5.249
Low	4.727	4.791	0.064	1.4%	4.918
Close	4.794	4.853	0.059	1.2%	5.049
Range	0.200	0.132	-0.068	-34.0%	0.331
ATR	0.208	0.203	-0.005	-2.6%	0.000
Volume	53,707	51,672	-2,035	-3.8%	295,761

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.252	5.184	4.926
R3	5.120	5.052	4.889
R2	4.988	4.988	4.877
R1	4.920	4.920	4.865	4.919
PP	4.856	4.856	4.856	4.855
S1	4.788	4.788	4.841	4.787
S2	4.724	4.724	4.829
S3	4.592	4.656	4.817
S4	4.460	4.524	4.780

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	5.240	4.727	0.513	10.6%	0.217	4.5%	25%	False	False	54,952
10	5.249	4.687	0.562	11.6%	0.197	4.1%	30%	False	False	53,232
20	5.249	4.212	1.037	21.4%	0.210	4.3%	62%	False	False	43,528
40	5.249	4.070	1.179	24.3%	0.185	3.8%	66%	False	False	31,259
60	5.249	4.070	1.179	24.3%	0.182	3.8%	66%	False	False	24,903
80	5.249	4.070	1.179	24.3%	0.163	3.4%	66%	False	False	20,028
100	5.864	4.070	1.794	37.0%	0.157	3.2%	44%	False	False	16,674
120	6.111	4.070	2.041	42.1%	0.157	3.2%	38%	False	False	14,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5.484
2.618	5.269
1.618	5.137
1.000	5.055
0.618	5.005
HIGH	4.923
0.618	4.873
0.500	4.857
0.382	4.841
LOW	4.791
0.618	4.709
1.000	4.659
1.618	4.577
2.618	4.445
4.250	4.230

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	4.857	4.976
PP	4.856	4.935
S1	4.854	4.894

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

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