NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	4.636	4.830	0.194	4.2%	4.851
High	4.923	4.871	-0.052	-1.1%	4.923
Low	4.534	4.613	0.079	1.7%	4.477
Close	4.854	4.687	-0.167	-3.4%	4.687
Range	0.389	0.258	-0.131	-33.7%	0.446
ATR	0.209	0.212	0.004	1.7%	0.000
Volume	92,607	138,080	45,473	49.1%	466,187

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.498	5.350	4.829
R3	5.240	5.092	4.758
R2	4.982	4.982	4.734
R1	4.834	4.834	4.711	4.779
PP	4.724	4.724	4.724	4.696
S1	4.576	4.576	4.663	4.521
S2	4.466	4.466	4.640
S3	4.208	4.318	4.616
S4	3.950	4.060	4.545

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.034	5.806	4.932
R3	5.588	5.360	4.810
R2	5.142	5.142	4.769
R1	4.914	4.914	4.728	4.805
PP	4.696	4.696	4.696	4.641
S1	4.468	4.468	4.646	4.359
S2	4.250	4.250	4.605
S3	3.804	4.022	4.564
S4	3.358	3.576	4.442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.923	4.477	0.446	9.5%	0.238	5.1%	47%	False	False	93,237
10	5.224	4.477	0.747	15.9%	0.219	4.7%	28%	False	False	70,788
20	5.249	4.477	0.772	16.5%	0.207	4.4%	27%	False	False	63,043
40	5.249	4.108	1.141	24.3%	0.191	4.1%	51%	False	False	42,859
60	5.249	4.070	1.179	25.2%	0.182	3.9%	52%	False	False	33,071
80	5.249	4.070	1.179	25.2%	0.172	3.7%	52%	False	False	26,717
100	5.752	4.070	1.682	35.9%	0.160	3.4%	37%	False	False	22,184
120	5.960	4.070	1.890	40.3%	0.158	3.4%	33%	False	False	18,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.968
2.618	5.546
1.618	5.288
1.000	5.129
0.618	5.030
HIGH	4.871
0.618	4.772
0.500	4.742
0.382	4.712
LOW	4.613
0.618	4.454
1.000	4.355
1.618	4.196
2.618	3.938
4.250	3.517

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	4.742	4.700
PP	4.724	4.696
S1	4.705	4.691

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

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