NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	4.263	4.080	-0.183	-4.3%	3.859
High	4.328	4.159	-0.169	-3.9%	4.387
Low	4.061	4.014	-0.047	-1.2%	3.825
Close	4.093	4.032	-0.061	-1.5%	4.032
Range	0.267	0.145	-0.122	-45.7%	0.562
ATR	0.271	0.262	-0.009	-3.3%	0.000
Volume	117,637	101,294	-16,343	-13.9%	631,261

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.503	4.413	4.112
R3	4.358	4.268	4.072
R2	4.213	4.213	4.059
R1	4.123	4.123	4.045	4.096
PP	4.068	4.068	4.068	4.055
S1	3.978	3.978	4.019	3.951
S2	3.923	3.923	4.005
S3	3.778	3.833	3.992
S4	3.633	3.688	3.952

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.767	5.462	4.341
R3	5.205	4.900	4.187
R2	4.643	4.643	4.135
R1	4.338	4.338	4.084	4.491
PP	4.081	4.081	4.081	4.158
S1	3.776	3.776	3.980	3.929
S2	3.519	3.519	3.929
S3	2.957	3.214	3.877
S4	2.395	2.652	3.723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.387	3.825	0.562	13.9%	0.272	6.7%	37%	False	False	126,252
10	4.387	3.656	0.731	18.1%	0.249	6.2%	51%	False	False	124,282
20	4.387	3.500	0.887	22.0%	0.269	6.7%	60%	False	False	108,743
40	4.690	3.395	1.295	32.1%	0.254	6.3%	49%	False	False	66,951
60	4.720	3.395	1.325	32.9%	0.228	5.7%	48%	False	False	47,900
80	4.721	3.395	1.326	32.9%	0.218	5.4%	48%	False	False	37,516
100	5.280	3.395	1.885	46.8%	0.216	5.4%	34%	False	False	30,775
120	6.521	3.395	3.126	77.5%	0.215	5.3%	20%	False	False	25,907

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	0.061
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.775
2.618	4.539
1.618	4.394
1.000	4.304
0.618	4.249
HIGH	4.159
0.618	4.104
0.500	4.087
0.382	4.069
LOW	4.014
0.618	3.924
1.000	3.869
1.618	3.779
2.618	3.634
4.250	3.398

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	4.087	4.171
PP	4.068	4.125
S1	4.050	4.078

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

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