NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	5.674	5.694	0.020	0.4%	5.665
High	5.750	5.705	-0.045	-0.8%	5.904
Low	5.671	5.600	-0.071	-1.3%	5.542
Close	5.743	5.609	-0.134	-2.3%	5.743
Range	0.079	0.105	0.026	32.9%	0.362
ATR	0.136	0.136	0.001	0.4%	0.000
Volume	8,182	7,315	-867	-10.6%	52,968

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.953	5.886	5.667
R3	5.848	5.781	5.638
R2	5.743	5.743	5.628
R1	5.676	5.676	5.619	5.657
PP	5.638	5.638	5.638	5.629
S1	5.571	5.571	5.599	5.552
S2	5.533	5.533	5.590
S3	5.428	5.466	5.580
S4	5.323	5.361	5.551

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	5.750	5.542	0.208	3.7%	0.104	1.9%	32%	False	False	9,650
10	5.949	5.542	0.407	7.3%	0.133	2.4%	16%	False	False	12,172
20	5.949	5.351	0.598	10.7%	0.140	2.5%	43%	False	False	12,413
40	5.949	5.228	0.721	12.9%	0.126	2.2%	53%	False	False	11,185

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.151
2.618	5.980
1.618	5.875
1.000	5.810
0.618	5.770
HIGH	5.705
0.618	5.665
0.500	5.653
0.382	5.640
LOW	5.600
0.618	5.535
1.000	5.495
1.618	5.430
2.618	5.325
4.250	5.154

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	5.653	5.675
PP	5.638	5.653
S1	5.624	5.631

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

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