NYMEX Natural Gas Future November 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	4.925	5.040	0.115	2.3%	5.210
High	5.206	5.166	-0.040	-0.8%	5.245
Low	4.900	4.960	0.060	1.2%	4.864
Close	5.158	5.040	-0.118	-2.3%	5.040
Range	0.306	0.206	-0.100	-32.7%	0.381
ATR	0.165	0.168	0.003	1.8%	0.000
Volume	14,281	16,940	2,659	18.6%	52,976

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.673	5.563	5.153
R3	5.467	5.357	5.097
R2	5.261	5.261	5.078
R1	5.151	5.151	5.059	5.143
PP	5.055	5.055	5.055	5.052
S1	4.945	4.945	5.021	4.937
S2	4.849	4.849	5.002
S3	4.643	4.739	4.983
S4	4.437	4.533	4.927

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.193	5.997	5.250
R3	5.812	5.616	5.145
R2	5.431	5.431	5.110
R1	5.235	5.235	5.075	5.143
PP	5.050	5.050	5.050	5.003
S1	4.854	4.854	5.005	4.762
S2	4.669	4.669	4.970
S3	4.288	4.473	4.935
S4	3.907	4.092	4.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.245	4.864	0.381	7.6%	0.183	3.6%	46%	False	False	10,595
10	5.507	4.864	0.643	12.8%	0.170	3.4%	27%	False	False	8,666
20	5.534	4.864	0.670	13.3%	0.158	3.1%	26%	False	False	9,481
40	5.534	4.647	0.887	17.6%	0.148	2.9%	44%	False	False	7,743
60	5.534	4.647	0.887	17.6%	0.144	2.8%	44%	False	False	6,038
80	5.534	4.647	0.887	17.6%	0.137	2.7%	44%	False	False	5,147
100	6.170	4.647	1.523	30.2%	0.132	2.6%	26%	False	False	4,422

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	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.042
2.618	5.705
1.618	5.499
1.000	5.372
0.618	5.293
HIGH	5.166
0.618	5.087
0.500	5.063
0.382	5.039
LOW	4.960
0.618	4.833
1.000	4.754
1.618	4.627
2.618	4.421
4.250	4.085

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	5.063	5.038
PP	5.055	5.037
S1	5.048	5.035

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

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