NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	5.204	5.176	-0.028	-0.5%	5.325
High	5.204	5.179	-0.025	-0.5%	5.447
Low	5.133	5.050	-0.083	-1.6%	5.094
Close	5.157	5.059	-0.098	-1.9%	5.181
Range	0.071	0.129	0.058	81.7%	0.353
ATR	0.145	0.144	-0.001	-0.8%	0.000
Volume	9,362	7,164	-2,198	-23.5%	39,734

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.483	5.400	5.130
R3	5.354	5.271	5.094
R2	5.225	5.225	5.083
R1	5.142	5.142	5.071	5.119
PP	5.096	5.096	5.096	5.085
S1	5.013	5.013	5.047	4.990
S2	4.967	4.967	5.035
S3	4.838	4.884	5.024
S4	4.709	4.755	4.988

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.300	6.093	5.375
R3	5.947	5.740	5.278
R2	5.594	5.594	5.246
R1	5.387	5.387	5.213	5.314
PP	5.241	5.241	5.241	5.204
S1	5.034	5.034	5.149	4.961
S2	4.888	4.888	5.116
S3	4.535	4.681	5.084
S4	4.182	4.328	4.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.373	5.050	0.323	6.4%	0.121	2.4%	3%	False	True	9,717
10	5.447	5.050	0.397	7.8%	0.154	3.0%	2%	False	True	9,093
20	5.762	5.050	0.712	14.1%	0.147	2.9%	1%	False	True	7,792
40	5.762	5.026	0.736	14.5%	0.143	2.8%	4%	False	False	7,304
60	5.762	5.026	0.736	14.5%	0.137	2.7%	4%	False	False	6,270
80	5.762	5.026	0.736	14.5%	0.138	2.7%	4%	False	False	5,632
100	6.110	5.026	1.084	21.4%	0.131	2.6%	3%	False	False	4,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.727
2.618	5.517
1.618	5.388
1.000	5.308
0.618	5.259
HIGH	5.179
0.618	5.130
0.500	5.115
0.382	5.099
LOW	5.050
0.618	4.970
1.000	4.921
1.618	4.841
2.618	4.712
4.250	4.502

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	5.115	5.130
PP	5.096	5.106
S1	5.078	5.083

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

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