NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 09-Jul-2010

Day Change Summary
	Previous	Current
	08-Jul-2010	09-Jul-2010	Change	Change %	Previous Week
Open	5.295	5.194	-0.101	-1.9%	5.400
High	5.317	5.262	-0.055	-1.0%	5.458
Low	5.153	5.190	0.037	0.7%	5.153
Close	5.214	5.238	0.024	0.5%	5.238
Range	0.164	0.072	-0.092	-56.1%	0.305
ATR	0.133	0.128	-0.004	-3.3%	0.000
Volume	4,116	4,952	836	20.3%	16,212

Daily Pivots for day following 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.446	5.414	5.278
R3	5.374	5.342	5.258
R2	5.302	5.302	5.251
R1	5.270	5.270	5.245	5.286
PP	5.230	5.230	5.230	5.238
S1	5.198	5.198	5.231	5.214
S2	5.158	5.158	5.225
S3	5.086	5.126	5.218
S4	5.014	5.054	5.198

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.198	6.023	5.406
R3	5.893	5.718	5.322
R2	5.588	5.588	5.294
R1	5.413	5.413	5.266	5.348
PP	5.283	5.283	5.283	5.251
S1	5.108	5.108	5.210	5.043
S2	4.978	4.978	5.182
S3	4.673	4.803	5.154
S4	4.368	4.498	5.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.458	5.153	0.305	5.8%	0.127	2.4%	28%	False	False	4,692
10	5.582	5.153	0.429	8.2%	0.122	2.3%	20%	False	False	4,761

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.568
2.618	5.450
1.618	5.378
1.000	5.334
0.618	5.306
HIGH	5.262
0.618	5.234
0.500	5.226
0.382	5.218
LOW	5.190
0.618	5.146
1.000	5.118
1.618	5.074
2.618	5.002
4.250	4.884

Fisher Pivots for day following 09-Jul-2010
Pivot	1 day	3 day
R1	5.234	5.276
PP	5.230	5.263
S1	5.226	5.251

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

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