NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	4.970	5.069	0.099	2.0%	5.155
High	5.089	5.069	-0.020	-0.4%	5.155
Low	4.908	4.960	0.052	1.1%	4.843
Close	5.078	4.977	-0.101	-2.0%	5.078
Range	0.181	0.109	-0.072	-39.8%	0.312
ATR	0.194	0.188	-0.005	-2.8%	0.000
Volume	3,175	2,883	-292	-9.2%	15,310

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.329	5.262	5.037
R3	5.220	5.153	5.007
R2	5.111	5.111	4.997
R1	5.044	5.044	4.987	5.023
PP	5.002	5.002	5.002	4.992
S1	4.935	4.935	4.967	4.914
S2	4.893	4.893	4.957
S3	4.784	4.826	4.947
S4	4.675	4.717	4.917

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.961	5.832	5.250
R3	5.649	5.520	5.164
R2	5.337	5.337	5.135
R1	5.208	5.208	5.107	5.117
PP	5.025	5.025	5.025	4.980
S1	4.896	4.896	5.049	4.805
S2	4.713	4.713	5.021
S3	4.401	4.584	4.992
S4	4.089	4.272	4.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.089	4.843	0.246	4.9%	0.138	2.8%	54%	False	False	3,247
10	5.515	4.843	0.672	13.5%	0.176	3.5%	20%	False	False	4,187
20	5.515	4.733	0.782	15.7%	0.192	3.9%	31%	False	False	3,980
40	5.523	4.578	0.945	19.0%	0.200	4.0%	42%	False	False	3,725
60	5.523	4.434	1.089	21.9%	0.169	3.4%	50%	False	False	2,895
80	5.523	4.434	1.089	21.9%	0.164	3.3%	50%	False	False	2,488
100	5.975	4.434	1.541	31.0%	0.164	3.3%	35%	False	False	2,186
120	7.040	4.434	2.606	52.4%	0.165	3.3%	21%	False	False	1,973

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.027
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.532
2.618	5.354
1.618	5.245
1.000	5.178
0.618	5.136
HIGH	5.069
0.618	5.027
0.500	5.015
0.382	5.002
LOW	4.960
0.618	4.893
1.000	4.851
1.618	4.784
2.618	4.675
4.250	4.497

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	5.015	4.987
PP	5.002	4.984
S1	4.990	4.980

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

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