NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	5.431	5.415	-0.016	-0.3%	5.665
High	5.440	5.611	0.171	3.1%	5.904
Low	5.362	5.356	-0.006	-0.1%	5.542
Close	5.434	5.565	0.131	2.4%	5.743
Range	0.078	0.255	0.177	226.9%	0.362
ATR	0.137	0.145	0.008	6.2%	0.000
Volume	12,497	15,710	3,213	25.7%	52,968

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.276	6.175	5.705
R3	6.021	5.920	5.635
R2	5.766	5.766	5.612
R1	5.665	5.665	5.588	5.716
PP	5.511	5.511	5.511	5.536
S1	5.410	5.410	5.542	5.461
S2	5.256	5.256	5.518
S3	5.001	5.155	5.495
S4	4.746	4.900	5.425

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	5.356	0.394	7.1%	0.145	2.6%	53%	False	True	10,543
10	5.949	5.356	0.593	10.7%	0.150	2.7%	35%	False	True	11,150
20	5.949	5.356	0.593	10.7%	0.141	2.5%	35%	False	True	12,866
40	5.949	5.228	0.721	13.0%	0.134	2.4%	47%	False	False	11,567

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

Fibonacci Retracements and Extensions
4.250	6.695
2.618	6.279
1.618	6.024
1.000	5.866
0.618	5.769
HIGH	5.611
0.618	5.514
0.500	5.484
0.382	5.453
LOW	5.356
0.618	5.198
1.000	5.101
1.618	4.943
2.618	4.688
4.250	4.272

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	5.538	5.540
PP	5.511	5.515
S1	5.484	5.490

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

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