NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	5.691	5.674	-0.017	-0.3%	5.665
High	5.725	5.750	0.025	0.4%	5.904
Low	5.623	5.671	0.048	0.9%	5.542
Close	5.660	5.743	0.083	1.5%	5.743
Range	0.102	0.079	-0.023	-22.5%	0.362
ATR	0.139	0.136	-0.004	-2.5%	0.000
Volume	9,872	8,182	-1,690	-17.1%	52,968

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.958	5.930	5.786
R3	5.879	5.851	5.765
R2	5.800	5.800	5.757
R1	5.772	5.772	5.750	5.786
PP	5.721	5.721	5.721	5.729
S1	5.693	5.693	5.736	5.707
S2	5.642	5.642	5.729
S3	5.563	5.614	5.721
S4	5.484	5.535	5.700

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.816	6.641	5.942
R3	6.454	6.279	5.843
R2	6.092	6.092	5.809
R1	5.917	5.917	5.776	6.005
PP	5.730	5.730	5.730	5.773
S1	5.555	5.555	5.710	5.643
S2	5.368	5.368	5.677
S3	5.006	5.193	5.643
S4	4.644	4.831	5.544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.904	5.542	0.362	6.3%	0.137	2.4%	56%	False	False	10,593
10	5.949	5.542	0.407	7.1%	0.133	2.3%	49%	False	False	12,240
20	5.949	5.351	0.598	10.4%	0.140	2.4%	66%	False	False	12,662
40	5.949	5.228	0.721	12.6%	0.127	2.2%	71%	False	False	11,357

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.086
2.618	5.957
1.618	5.878
1.000	5.829
0.618	5.799
HIGH	5.750
0.618	5.720
0.500	5.711
0.382	5.701
LOW	5.671
0.618	5.622
1.000	5.592
1.618	5.543
2.618	5.464
4.250	5.335

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	5.732	5.720
PP	5.721	5.698
S1	5.711	5.675

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

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