NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	5.091	4.955	-0.136	-2.7%	5.232
High	5.091	4.982	-0.109	-2.1%	5.507
Low	4.933	4.864	-0.069	-1.4%	5.085
Close	4.944	4.980	0.036	0.7%	5.273
Range	0.158	0.118	-0.040	-25.3%	0.422
ATR	0.157	0.154	-0.003	-1.8%	0.000
Volume	6,042	11,146	5,104	84.5%	33,690

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.296	5.256	5.045
R3	5.178	5.138	5.012
R2	5.060	5.060	5.002
R1	5.020	5.020	4.991	5.040
PP	4.942	4.942	4.942	4.952
S1	4.902	4.902	4.969	4.922
S2	4.824	4.824	4.958
S3	4.706	4.784	4.948
S4	4.588	4.666	4.915

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.554	6.336	5.505
R3	6.132	5.914	5.389
R2	5.710	5.710	5.350
R1	5.492	5.492	5.312	5.601
PP	5.288	5.288	5.288	5.343
S1	5.070	5.070	5.234	5.179
S2	4.866	4.866	5.196
S3	4.444	4.648	5.157
S4	4.022	4.226	5.041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.283	4.864	0.419	8.4%	0.127	2.5%	28%	False	True	7,381
10	5.510	4.864	0.646	13.0%	0.149	3.0%	18%	False	True	6,916
20	5.534	4.864	0.670	13.5%	0.156	3.1%	17%	False	True	8,783
40	5.534	4.647	0.887	17.8%	0.140	2.8%	38%	False	False	7,103
60	5.534	4.647	0.887	17.8%	0.139	2.8%	38%	False	False	5,613
80	5.534	4.647	0.887	17.8%	0.134	2.7%	38%	False	False	4,800
100	6.280	4.647	1.633	32.8%	0.130	2.6%	20%	False	False	4,135

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	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.484
2.618	5.291
1.618	5.173
1.000	5.100
0.618	5.055
HIGH	4.982
0.618	4.937
0.500	4.923
0.382	4.909
LOW	4.864
0.618	4.791
1.000	4.746
1.618	4.673
2.618	4.555
4.250	4.363

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	4.961	5.055
PP	4.942	5.030
S1	4.923	5.005

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

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