NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	5.140	5.135	-0.005	-0.1%	5.690
High	5.174	5.202	0.028	0.5%	5.730
Low	5.088	5.110	0.022	0.4%	5.371
Close	5.116	5.132	0.016	0.3%	5.400
Range	0.086	0.092	0.006	7.0%	0.359
ATR	0.170	0.165	-0.006	-3.3%	0.000
Volume	3,682	5,040	1,358	36.9%	15,050

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.424	5.370	5.183
R3	5.332	5.278	5.157
R2	5.240	5.240	5.149
R1	5.186	5.186	5.140	5.167
PP	5.148	5.148	5.148	5.139
S1	5.094	5.094	5.124	5.075
S2	5.056	5.056	5.115
S3	4.964	5.002	5.107
S4	4.872	4.910	5.081

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.577	6.348	5.597
R3	6.218	5.989	5.499
R2	5.859	5.859	5.466
R1	5.630	5.630	5.433	5.565
PP	5.500	5.500	5.500	5.468
S1	5.271	5.271	5.367	5.206
S2	5.141	5.141	5.334
S3	4.782	4.912	5.301
S4	4.423	4.553	5.203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.440	5.088	0.352	6.9%	0.117	2.3%	13%	False	False	4,306
10	5.764	5.088	0.676	13.2%	0.131	2.5%	7%	False	False	3,570
20	6.170	5.088	1.082	21.1%	0.164	3.2%	4%	False	False	3,934
40	6.170	5.088	1.082	21.1%	0.185	3.6%	4%	False	False	3,730
60	6.170	5.088	1.082	21.1%	0.173	3.4%	4%	False	False	3,422
80	6.170	5.088	1.082	21.1%	0.173	3.4%	4%	False	False	3,149
100	6.170	5.088	1.082	21.1%	0.166	3.2%	4%	False	False	2,868
120	6.560	5.088	1.472	28.7%	0.165	3.2%	3%	False	False	2,642

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.593
2.618	5.443
1.618	5.351
1.000	5.294
0.618	5.259
HIGH	5.202
0.618	5.167
0.500	5.156
0.382	5.145
LOW	5.110
0.618	5.053
1.000	5.018
1.618	4.961
2.618	4.869
4.250	4.719

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	5.156	5.195
PP	5.148	5.174
S1	5.140	5.153

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

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