NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	4.803	4.851	0.048	1.0%	5.090
High	4.934	4.882	-0.052	-1.1%	5.224
Low	4.783	4.728	-0.055	-1.1%	4.727
Close	4.908	4.733	-0.175	-3.6%	4.908
Range	0.151	0.154	0.003	2.0%	0.497
ATR	0.196	0.195	-0.001	-0.6%	0.000
Volume	43,504	58,370	14,866	34.2%	241,702

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.243	5.142	4.818
R3	5.089	4.988	4.775
R2	4.935	4.935	4.761
R1	4.834	4.834	4.747	4.808
PP	4.781	4.781	4.781	4.768
S1	4.680	4.680	4.719	4.654
S2	4.627	4.627	4.705
S3	4.473	4.526	4.691
S4	4.319	4.372	4.648

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.444	6.173	5.181
R3	5.947	5.676	5.045
R2	5.450	5.450	4.999
R1	5.179	5.179	4.954	5.066
PP	4.953	4.953	4.953	4.897
S1	4.682	4.682	4.862	4.569
S2	4.456	4.456	4.817
S3	3.959	4.185	4.771
S4	3.462	3.688	4.635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.934	4.727	0.207	4.4%	0.158	3.3%	3%	False	False	53,264
10	5.249	4.727	0.522	11.0%	0.195	4.1%	1%	False	False	55,456
20	5.249	4.285	0.964	20.4%	0.209	4.4%	46%	False	False	48,856
40	5.249	4.070	1.179	24.9%	0.179	3.8%	56%	False	False	34,157
60	5.249	4.070	1.179	24.9%	0.179	3.8%	56%	False	False	27,202
80	5.249	4.070	1.179	24.9%	0.164	3.5%	56%	False	False	21,892
100	5.864	4.070	1.794	37.9%	0.157	3.3%	37%	False	False	18,219
120	6.111	4.070	2.041	43.1%	0.156	3.3%	32%	False	False	15,591

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	0.048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.537
2.618	5.285
1.618	5.131
1.000	5.036
0.618	4.977
HIGH	4.882
0.618	4.823
0.500	4.805
0.382	4.787
LOW	4.728
0.618	4.633
1.000	4.574
1.618	4.479
2.618	4.325
4.250	4.074

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	4.805	4.831
PP	4.781	4.798
S1	4.757	4.766

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

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