NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	5.651	5.601	-0.050	-0.9%	5.755
High	5.665	5.712	0.047	0.8%	5.949
Low	5.542	5.600	0.058	1.0%	5.703
Close	5.599	5.691	0.092	1.6%	5.783
Range	0.123	0.112	-0.011	-8.9%	0.246
ATR	0.144	0.142	-0.002	-1.6%	0.000
Volume	12,983	9,902	-3,081	-23.7%	69,437

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.004	5.959	5.753
R3	5.892	5.847	5.722
R2	5.780	5.780	5.712
R1	5.735	5.735	5.701	5.758
PP	5.668	5.668	5.668	5.679
S1	5.623	5.623	5.681	5.646
S2	5.556	5.556	5.670
S3	5.444	5.511	5.660
S4	5.332	5.399	5.629

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.550	6.412	5.918
R3	6.304	6.166	5.851
R2	6.058	6.058	5.828
R1	5.920	5.920	5.806	5.989
PP	5.812	5.812	5.812	5.846
S1	5.674	5.674	5.760	5.743
S2	5.566	5.566	5.738
S3	5.320	5.428	5.715
S4	5.074	5.182	5.648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.949	5.542	0.407	7.2%	0.158	2.8%	37%	False	False	12,944
10	5.949	5.542	0.407	7.2%	0.137	2.4%	37%	False	False	13,201
20	5.949	5.339	0.610	10.7%	0.144	2.5%	58%	False	False	12,457
40	5.949	5.228	0.721	12.7%	0.132	2.3%	64%	False	False	11,255

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	0.026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.188
2.618	6.005
1.618	5.893
1.000	5.824
0.618	5.781
HIGH	5.712
0.618	5.669
0.500	5.656
0.382	5.643
LOW	5.600
0.618	5.531
1.000	5.488
1.618	5.419
2.618	5.307
4.250	5.124

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	5.679	5.723
PP	5.668	5.712
S1	5.656	5.702

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

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