NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	5.694	5.624	-0.070	-1.2%	5.665
High	5.705	5.624	-0.081	-1.4%	5.904
Low	5.600	5.418	-0.182	-3.3%	5.542
Close	5.609	5.427	-0.182	-3.2%	5.743
Range	0.105	0.206	0.101	96.2%	0.362
ATR	0.136	0.141	0.005	3.7%	0.000
Volume	7,315	9,011	1,696	23.2%	52,968

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.108	5.973	5.540
R3	5.902	5.767	5.484
R2	5.696	5.696	5.465
R1	5.561	5.561	5.446	5.526
PP	5.490	5.490	5.490	5.472
S1	5.355	5.355	5.408	5.320
S2	5.284	5.284	5.389
S3	5.078	5.149	5.370
S4	4.872	4.943	5.314

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	5.418	0.332	6.1%	0.121	2.2%	3%	False	True	8,856
10	5.949	5.418	0.531	9.8%	0.143	2.6%	2%	False	True	11,431
20	5.949	5.365	0.584	10.8%	0.141	2.6%	11%	False	False	12,400
40	5.949	5.228	0.721	13.3%	0.129	2.4%	28%	False	False	11,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.500
2.618	6.163
1.618	5.957
1.000	5.830
0.618	5.751
HIGH	5.624
0.618	5.545
0.500	5.521
0.382	5.497
LOW	5.418
0.618	5.291
1.000	5.212
1.618	5.085
2.618	4.879
4.250	4.543

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	5.521	5.584
PP	5.490	5.532
S1	5.458	5.479

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

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