NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	5.080	5.065	-0.015	-0.3%	5.210
High	5.208	5.121	-0.087	-1.7%	5.245
Low	5.029	4.965	-0.064	-1.3%	4.864
Close	5.040	4.975	-0.065	-1.3%	5.040
Range	0.179	0.156	-0.023	-12.8%	0.381
ATR	0.168	0.168	-0.001	-0.5%	0.000
Volume	14,249	18,524	4,275	30.0%	52,976

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.488	5.388	5.061
R3	5.332	5.232	5.018
R2	5.176	5.176	5.004
R1	5.076	5.076	4.989	5.048
PP	5.020	5.020	5.020	5.007
S1	4.920	4.920	4.961	4.892
S2	4.864	4.864	4.946
S3	4.708	4.764	4.932
S4	4.552	4.608	4.889

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	5.208	4.864	0.344	6.9%	0.193	3.9%	32%	False	False	15,028
10	5.283	4.864	0.419	8.4%	0.159	3.2%	26%	False	False	10,868
20	5.534	4.864	0.670	13.5%	0.154	3.1%	17%	False	False	9,902
40	5.534	4.647	0.887	17.8%	0.151	3.0%	37%	False	False	8,267
60	5.534	4.647	0.887	17.8%	0.143	2.9%	37%	False	False	6,509
80	5.534	4.647	0.887	17.8%	0.140	2.8%	37%	False	False	5,505
100	6.170	4.647	1.523	30.6%	0.134	2.7%	22%	False	False	4,724

Crabel Price Patterns
NR	True
NR4	True
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	0.036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.784
2.618	5.529
1.618	5.373
1.000	5.277
0.618	5.217
HIGH	5.121
0.618	5.061
0.500	5.043
0.382	5.025
LOW	4.965
0.618	4.869
1.000	4.809
1.618	4.713
2.618	4.557
4.250	4.302

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	5.043	5.084
PP	5.020	5.048
S1	4.998	5.011

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

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