NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	5.415	5.530	0.115	2.1%	5.694
High	5.611	5.557	-0.054	-1.0%	5.705
Low	5.356	5.393	0.037	0.7%	5.356
Close	5.565	5.451	-0.114	-2.0%	5.451
Range	0.255	0.164	-0.091	-35.7%	0.349
ATR	0.145	0.147	0.002	1.3%	0.000
Volume	15,710	18,776	3,066	19.5%	63,309

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.959	5.869	5.541
R3	5.795	5.705	5.496
R2	5.631	5.631	5.481
R1	5.541	5.541	5.466	5.504
PP	5.467	5.467	5.467	5.449
S1	5.377	5.377	5.436	5.340
S2	5.303	5.303	5.421
S3	5.139	5.213	5.406
S4	4.975	5.049	5.361

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.551	6.350	5.643
R3	6.202	6.001	5.547
R2	5.853	5.853	5.515
R1	5.652	5.652	5.483	5.578
PP	5.504	5.504	5.504	5.467
S1	5.303	5.303	5.419	5.229
S2	5.155	5.155	5.387
S3	4.806	4.954	5.355
S4	4.457	4.605	5.259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.705	5.356	0.349	6.4%	0.162	3.0%	27%	False	False	12,661
10	5.904	5.356	0.548	10.1%	0.150	2.7%	17%	False	False	11,627
20	5.949	5.356	0.593	10.9%	0.141	2.6%	16%	False	False	12,814
40	5.949	5.228	0.721	13.2%	0.135	2.5%	31%	False	False	11,843

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.254
2.618	5.986
1.618	5.822
1.000	5.721
0.618	5.658
HIGH	5.557
0.618	5.494
0.500	5.475
0.382	5.456
LOW	5.393
0.618	5.292
1.000	5.229
1.618	5.128
2.618	4.964
4.250	4.696

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	5.475	5.484
PP	5.467	5.473
S1	5.459	5.462

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

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