NYMEX Natural Gas Future June 2009

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

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	6.131	5.760	-0.371	-6.1%	6.190
High	6.137	5.780	-0.357	-5.8%	6.413
Low	5.750	5.622	-0.128	-2.2%	5.622
Close	5.796	5.726	-0.070	-1.2%	5.726
Range	0.387	0.158	-0.229	-59.2%	0.791
ATR	0.263	0.256	-0.006	-2.4%	0.000
Volume	2,302	2,349	47	2.0%	9,029

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.183	6.113	5.813
R3	6.025	5.955	5.769
R2	5.867	5.867	5.755
R1	5.797	5.797	5.740	5.753
PP	5.709	5.709	5.709	5.688
S1	5.639	5.639	5.712	5.595
S2	5.551	5.551	5.697
S3	5.393	5.481	5.683
S4	5.235	5.323	5.639

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.293	7.801	6.161
R3	7.502	7.010	5.944
R2	6.711	6.711	5.871
R1	6.219	6.219	5.799	6.070
PP	5.920	5.920	5.920	5.846
S1	5.428	5.428	5.653	5.279
S2	5.129	5.129	5.581
S3	4.338	4.637	5.508
S4	3.547	3.846	5.291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.413	5.622	0.791	13.8%	0.260	4.5%	13%	False	True	1,805
10	6.413	5.622	0.791	13.8%	0.236	4.1%	13%	False	True	1,513
20	6.413	5.571	0.842	14.7%	0.222	3.9%	18%	False	False	1,495
40	7.028	5.571	1.457	25.4%	0.226	3.9%	11%	False	False	1,486
60	7.599	5.571	2.028	35.4%	0.227	4.0%	8%	False	False	1,376
80	8.545	5.571	2.974	51.9%	0.224	3.9%	5%	False	False	1,281
100	9.114	5.571	3.543	61.9%	0.224	3.9%	4%	False	False	1,124
120	10.000	5.571	4.429	77.3%	0.227	4.0%	3%	False	False	1,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6.452
2.618	6.194
1.618	6.036
1.000	5.938
0.618	5.878
HIGH	5.780
0.618	5.720
0.500	5.701
0.382	5.682
LOW	5.622
0.618	5.524
1.000	5.464
1.618	5.366
2.618	5.208
4.250	4.951

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	5.718	5.950
PP	5.709	5.875
S1	5.701	5.801

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

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