NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	5.419	5.455	0.036	0.7%	5.694
High	5.519	5.455	-0.064	-1.2%	5.705
Low	5.410	5.260	-0.150	-2.8%	5.356
Close	5.419	5.330	-0.089	-1.6%	5.451
Range	0.109	0.195	0.086	78.9%	0.349
ATR	0.145	0.149	0.004	2.4%	0.000
Volume	9,758	17,140	7,382	75.7%	63,309

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.933	5.827	5.437
R3	5.738	5.632	5.384
R2	5.543	5.543	5.366
R1	5.437	5.437	5.348	5.393
PP	5.348	5.348	5.348	5.326
S1	5.242	5.242	5.312	5.198
S2	5.153	5.153	5.294
S3	4.958	5.047	5.276
S4	4.763	4.852	5.223

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	5.611	5.260	0.351	6.6%	0.177	3.3%	20%	False	True	14,386
10	5.750	5.260	0.490	9.2%	0.146	2.7%	14%	False	True	11,881
20	5.949	5.260	0.689	12.9%	0.141	2.6%	10%	False	True	12,541
40	5.949	5.228	0.721	13.5%	0.139	2.6%	14%	False	False	11,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.284
2.618	5.966
1.618	5.771
1.000	5.650
0.618	5.576
HIGH	5.455
0.618	5.381
0.500	5.358
0.382	5.334
LOW	5.260
0.618	5.139
1.000	5.065
1.618	4.944
2.618	4.749
4.250	4.431

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	5.358	5.427
PP	5.348	5.394
S1	5.339	5.362

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

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