NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	9.835	9.600	-0.235	-2.4%	11.194
High	10.025	9.660	-0.365	-3.6%	11.293
Low	9.572	9.040	-0.532	-5.6%	10.164
Close	9.664	9.530	-0.134	-1.4%	10.226
Range	0.453	0.620	0.167	36.9%	1.129
ATR	0.268	0.294	0.025	9.5%	0.000
Volume	758	543	-215	-28.4%	2,881

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	11.270	11.020	9.871
R3	10.650	10.400	9.701
R2	10.030	10.030	9.644
R1	9.780	9.780	9.587	9.595
PP	9.410	9.410	9.410	9.318
S1	9.160	9.160	9.473	8.975
S2	8.790	8.790	9.416
S3	8.170	8.540	9.360
S4	7.550	7.920	9.189

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	13.948	13.216	10.847
R3	12.819	12.087	10.536
R2	11.690	11.690	10.433
R1	10.958	10.958	10.329	10.760
PP	10.561	10.561	10.561	10.462
S1	9.829	9.829	10.123	9.631
S2	9.432	9.432	10.019
S3	8.303	8.700	9.916
S4	7.174	7.571	9.605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10.380	9.040	1.340	14.1%	0.317	3.3%	37%	False	True	519
10	11.460	9.040	2.420	25.4%	0.330	3.5%	20%	False	True	493
20	11.981	9.040	2.941	30.9%	0.254	2.7%	17%	False	True	422
40	11.981	9.040	2.941	30.9%	0.175	1.8%	17%	False	True	448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	12.295
2.618	11.283
1.618	10.663
1.000	10.280
0.618	10.043
HIGH	9.660
0.618	9.423
0.500	9.350
0.382	9.277
LOW	9.040
0.618	8.657
1.000	8.420
1.618	8.037
2.618	7.417
4.250	6.405

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	9.470	9.533
PP	9.410	9.532
S1	9.350	9.531

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

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