NYMEX Natural Gas Future October 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	4.894	4.860	-0.034	-0.7%	4.950
High	4.954	4.975	0.021	0.4%	5.004
Low	4.729	4.750	0.021	0.4%	4.606
Close	4.795	4.774	-0.021	-0.4%	4.795
Range	0.225	0.225	0.000	0.0%	0.398
ATR	0.196	0.198	0.002	1.1%	0.000
Volume	39,612	26,706	-12,906	-32.6%	131,529

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.508	5.366	4.898
R3	5.283	5.141	4.836
R2	5.058	5.058	4.815
R1	4.916	4.916	4.795	4.875
PP	4.833	4.833	4.833	4.812
S1	4.691	4.691	4.753	4.650
S2	4.608	4.608	4.733
S3	4.383	4.466	4.712
S4	4.158	4.241	4.650

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.996	5.793	5.014
R3	5.598	5.395	4.904
R2	5.200	5.200	4.868
R1	4.997	4.997	4.831	4.900
PP	4.802	4.802	4.802	4.753
S1	4.599	4.599	4.759	4.502
S2	4.404	4.404	4.722
S3	4.006	4.201	4.686
S4	3.608	3.803	4.576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.004	4.606	0.398	8.3%	0.229	4.8%	42%	False	False	29,037
10	5.075	4.606	0.469	9.8%	0.188	3.9%	36%	False	False	24,425
20	5.345	4.606	0.739	15.5%	0.188	3.9%	23%	False	False	26,450
40	5.345	4.115	1.230	25.8%	0.183	3.8%	54%	False	False	24,920
60	5.345	4.115	1.230	25.8%	0.175	3.7%	54%	False	False	21,071
80	5.345	4.115	1.230	25.8%	0.166	3.5%	54%	False	False	19,070
100	5.885	4.115	1.770	37.1%	0.158	3.3%	37%	False	False	17,220

Crabel Price Patterns
NR	False
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	0.049

Fibonacci Retracements and Extensions
4.250	5.931
2.618	5.564
1.618	5.339
1.000	5.200
0.618	5.114
HIGH	4.975
0.618	4.889
0.500	4.863
0.382	4.836
LOW	4.750
0.618	4.611
1.000	4.525
1.618	4.386
2.618	4.161
4.250	3.794

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	4.863	4.829
PP	4.833	4.810
S1	4.804	4.792

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

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