NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	5.601	5.691	0.090	1.6%	5.755
High	5.712	5.725	0.013	0.2%	5.949
Low	5.600	5.623	0.023	0.4%	5.703
Close	5.691	5.660	-0.031	-0.5%	5.783
Range	0.112	0.102	-0.010	-8.9%	0.246
ATR	0.142	0.139	-0.003	-2.0%	0.000
Volume	9,902	9,872	-30	-0.3%	69,437

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.975	5.920	5.716
R3	5.873	5.818	5.688
R2	5.771	5.771	5.679
R1	5.716	5.716	5.669	5.693
PP	5.669	5.669	5.669	5.658
S1	5.614	5.614	5.651	5.591
S2	5.567	5.567	5.641
S3	5.465	5.512	5.632
S4	5.363	5.410	5.604

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%	0.156	2.8%	29%	False	False	11,758
10	5.949	5.542	0.407	7.2%	0.131	2.3%	29%	False	False	12,861
20	5.949	5.339	0.610	10.8%	0.142	2.5%	53%	False	False	12,626
40	5.949	5.228	0.721	12.7%	0.132	2.3%	60%	False	False	11,330

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.159
2.618	5.992
1.618	5.890
1.000	5.827
0.618	5.788
HIGH	5.725
0.618	5.686
0.500	5.674
0.382	5.662
LOW	5.623
0.618	5.560
1.000	5.521
1.618	5.458
2.618	5.356
4.250	5.190

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	5.674	5.651
PP	5.669	5.642
S1	5.665	5.634

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

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