NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	5.624	5.431	-0.193	-3.4%	5.665
High	5.624	5.440	-0.184	-3.3%	5.904
Low	5.418	5.362	-0.056	-1.0%	5.542
Close	5.427	5.434	0.007	0.1%	5.743
Range	0.206	0.078	-0.128	-62.1%	0.362
ATR	0.141	0.137	-0.005	-3.2%	0.000
Volume	9,011	12,497	3,486	38.7%	52,968

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.646	5.618	5.477
R3	5.568	5.540	5.455
R2	5.490	5.490	5.448
R1	5.462	5.462	5.441	5.476
PP	5.412	5.412	5.412	5.419
S1	5.384	5.384	5.427	5.398
S2	5.334	5.334	5.420
S3	5.256	5.306	5.413
S4	5.178	5.228	5.391

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	5.362	0.388	7.1%	0.114	2.1%	19%	False	True	9,375
10	5.949	5.362	0.587	10.8%	0.136	2.5%	12%	False	True	11,160
20	5.949	5.362	0.587	10.8%	0.138	2.5%	12%	False	True	12,623
40	5.949	5.228	0.721	13.3%	0.129	2.4%	29%	False	False	11,372

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	0.016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5.772
2.618	5.644
1.618	5.566
1.000	5.518
0.618	5.488
HIGH	5.440
0.618	5.410
0.500	5.401
0.382	5.392
LOW	5.362
0.618	5.314
1.000	5.284
1.618	5.236
2.618	5.158
4.250	5.031

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	5.423	5.534
PP	5.412	5.500
S1	5.401	5.467

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

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