NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	9.250	9.530	0.280	3.0%	10.112
High	9.593	9.530	-0.063	-0.7%	10.195
Low	9.220	9.430	0.210	2.3%	9.040
Close	9.469	9.479	0.010	0.1%	9.354
Range	0.373	0.100	-0.273	-73.2%	1.155
ATR	0.282	0.269	-0.013	-4.6%	0.000
Volume	232	286	54	23.3%	2,489

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	9.780	9.729	9.534
R3	9.680	9.629	9.507
R2	9.580	9.580	9.497
R1	9.529	9.529	9.488	9.505
PP	9.480	9.480	9.480	9.467
S1	9.429	9.429	9.470	9.405
S2	9.380	9.380	9.461
S3	9.280	9.329	9.452
S4	9.180	9.229	9.424

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12.995	12.329	9.989
R3	11.840	11.174	9.672
R2	10.685	10.685	9.566
R1	10.019	10.019	9.460	9.775
PP	9.530	9.530	9.530	9.407
S1	8.864	8.864	9.248	8.620
S2	8.375	8.375	9.142
S3	7.220	7.709	9.036
S4	6.065	6.554	8.719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9.672	9.220	0.452	4.8%	0.217	2.3%	57%	False	False	314
10	10.380	9.040	1.340	14.1%	0.267	2.8%	33%	False	False	416
20	11.959	9.040	2.919	30.8%	0.277	2.9%	15%	False	False	410
40	11.981	9.040	2.941	31.0%	0.192	2.0%	15%	False	False	433

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	0.040
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9.955
2.618	9.792
1.618	9.692
1.000	9.630
0.618	9.592
HIGH	9.530
0.618	9.492
0.500	9.480
0.382	9.468
LOW	9.430
0.618	9.368
1.000	9.330
1.618	9.268
2.618	9.168
4.250	9.005

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	9.480	9.455
PP	9.480	9.431
S1	9.479	9.407

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

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