NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	4.830	4.660	-0.170	-3.5%	4.851
High	4.871	4.900	0.029	0.6%	4.923
Low	4.613	4.654	0.041	0.9%	4.477
Close	4.687	4.682	-0.005	-0.1%	4.687
Range	0.258	0.246	-0.012	-4.7%	0.446
ATR	0.212	0.214	0.002	1.1%	0.000
Volume	138,080	95,150	-42,930	-31.1%	466,187

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.483	5.329	4.817
R3	5.237	5.083	4.750
R2	4.991	4.991	4.727
R1	4.837	4.837	4.705	4.914
PP	4.745	4.745	4.745	4.784
S1	4.591	4.591	4.659	4.668
S2	4.499	4.499	4.637
S3	4.253	4.345	4.614
S4	4.007	4.099	4.547

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%	0.257	5.5%	46%	False	False	100,593
10	4.934	4.477	0.457	9.8%	0.208	4.4%	45%	False	False	76,929
20	5.249	4.477	0.772	16.5%	0.206	4.4%	27%	False	False	65,441
40	5.249	4.108	1.141	24.4%	0.194	4.1%	50%	False	False	44,706
60	5.249	4.070	1.179	25.2%	0.184	3.9%	52%	False	False	34,375
80	5.249	4.070	1.179	25.2%	0.174	3.7%	52%	False	False	27,741
100	5.752	4.070	1.682	35.9%	0.162	3.5%	36%	False	False	23,090
120	5.960	4.070	1.890	40.4%	0.160	3.4%	32%	False	False	19,640

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 3 trading days

Fibonacci Retracements and Extensions
4.250	5.946
2.618	5.544
1.618	5.298
1.000	5.146
0.618	5.052
HIGH	4.900
0.618	4.806
0.500	4.777
0.382	4.748
LOW	4.654
0.618	4.502
1.000	4.408
1.618	4.256
2.618	4.010
4.250	3.609

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	4.777	4.729
PP	4.745	4.713
S1	4.714	4.698

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

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