NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	5.135	5.055	-0.080	-1.6%	5.400
High	5.158	5.227	0.069	1.3%	5.458
Low	5.080	5.034	-0.046	-0.9%	5.153
Close	5.084	5.202	0.118	2.3%	5.238
Range	0.078	0.193	0.115	147.4%	0.305
ATR	0.118	0.124	0.005	4.5%	0.000
Volume	4,566	2,934	-1,632	-35.7%	16,212

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.733	5.661	5.308
R3	5.540	5.468	5.255
R2	5.347	5.347	5.237
R1	5.275	5.275	5.220	5.311
PP	5.154	5.154	5.154	5.173
S1	5.082	5.082	5.184	5.118
S2	4.961	4.961	5.167
S3	4.768	4.889	5.149
S4	4.575	4.696	5.096

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	5.262	5.034	0.228	4.4%	0.099	1.9%	74%	False	True	4,118
10	5.458	5.034	0.424	8.2%	0.127	2.4%	40%	False	True	4,822
20	5.710	5.034	0.676	13.0%	0.118	2.3%	25%	False	True	5,324

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	0.018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.047
2.618	5.732
1.618	5.539
1.000	5.420
0.618	5.346
HIGH	5.227
0.618	5.153
0.500	5.131
0.382	5.108
LOW	5.034
0.618	4.915
1.000	4.841
1.618	4.722
2.618	4.529
4.250	4.214

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	5.178	5.180
PP	5.154	5.158
S1	5.131	5.136

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

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