NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	5.370	5.246	-0.124	-2.3%	5.470
High	5.377	5.348	-0.029	-0.5%	5.593
Low	5.310	5.227	-0.083	-1.6%	5.260
Close	5.334	5.246	-0.088	-1.6%	5.352
Range	0.067	0.121	0.054	80.6%	0.333
ATR	0.139	0.138	-0.001	-0.9%	0.000
Volume	13,799	10,498	-3,301	-23.9%	58,100

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.637	5.562	5.313
R3	5.516	5.441	5.279
R2	5.395	5.395	5.268
R1	5.320	5.320	5.257	5.307
PP	5.274	5.274	5.274	5.267
S1	5.199	5.199	5.235	5.186
S2	5.153	5.153	5.224
S3	5.032	5.078	5.213
S4	4.911	4.957	5.179

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.401	6.209	5.535
R3	6.068	5.876	5.444
R2	5.735	5.735	5.413
R1	5.543	5.543	5.383	5.473
PP	5.402	5.402	5.402	5.366
S1	5.210	5.210	5.321	5.140
S2	5.069	5.069	5.291
S3	4.736	4.877	5.260
S4	4.403	4.544	5.169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.519	5.227	0.292	5.6%	0.117	2.2%	7%	False	True	14,369
10	5.624	5.227	0.397	7.6%	0.145	2.8%	5%	False	True	13,839
20	5.949	5.227	0.722	13.8%	0.139	2.6%	3%	False	True	13,005
40	5.949	5.227	0.722	13.8%	0.137	2.6%	3%	False	True	12,175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.862
2.618	5.665
1.618	5.544
1.000	5.469
0.618	5.423
HIGH	5.348
0.618	5.302
0.500	5.288
0.382	5.273
LOW	5.227
0.618	5.152
1.000	5.106
1.618	5.031
2.618	4.910
4.250	4.713

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	5.288	5.302
PP	5.274	5.283
S1	5.260	5.265

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

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