NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	4.803	4.687	-0.116	-2.4%	4.950
High	4.863	4.715	-0.148	-3.0%	5.004
Low	4.665	4.471	-0.194	-4.2%	4.606
Close	4.667	4.509	-0.158	-3.4%	4.795
Range	0.198	0.244	0.046	23.2%	0.398
ATR	0.198	0.201	0.003	1.7%	0.000
Volume	32,638	41,993	9,355	28.7%	131,529

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.297	5.147	4.643
R3	5.053	4.903	4.576
R2	4.809	4.809	4.554
R1	4.659	4.659	4.531	4.612
PP	4.565	4.565	4.565	4.542
S1	4.415	4.415	4.487	4.368
S2	4.321	4.321	4.464
S3	4.077	4.171	4.442
S4	3.833	3.927	4.375

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	4.471	0.533	11.8%	0.249	5.5%	7%	False	True	35,018
10	5.028	4.471	0.557	12.4%	0.199	4.4%	7%	False	True	27,215
20	5.345	4.471	0.874	19.4%	0.191	4.2%	4%	False	True	26,895
40	5.345	4.115	1.230	27.3%	0.187	4.2%	32%	False	False	25,883
60	5.345	4.115	1.230	27.3%	0.175	3.9%	32%	False	False	21,874
80	5.345	4.115	1.230	27.3%	0.170	3.8%	32%	False	False	19,749
100	5.885	4.115	1.770	39.3%	0.160	3.5%	22%	False	False	17,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.047
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.752
2.618	5.354
1.618	5.110
1.000	4.959
0.618	4.866
HIGH	4.715
0.618	4.622
0.500	4.593
0.382	4.564
LOW	4.471
0.618	4.320
1.000	4.227
1.618	4.076
2.618	3.832
4.250	3.434

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	4.593	4.723
PP	4.565	4.652
S1	4.537	4.580

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

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