NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	3.750	4.083	0.333	8.9%	3.759
High	4.100	4.229	0.129	3.1%	4.229
Low	3.692	3.925	0.233	6.3%	3.627
Close	4.080	3.958	-0.122	-3.0%	3.958
Range	0.408	0.304	-0.104	-25.5%	0.602
ATR	0.226	0.232	0.006	2.4%	0.000
Volume	13,381	23,772	10,391	77.7%	60,815

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.949	4.758	4.125
R3	4.645	4.454	4.042
R2	4.341	4.341	4.014
R1	4.150	4.150	3.986	4.094
PP	4.037	4.037	4.037	4.009
S1	3.846	3.846	3.930	3.790
S2	3.733	3.733	3.902
S3	3.429	3.542	3.874
S4	3.125	3.238	3.791

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.744	5.453	4.289
R3	5.142	4.851	4.124
R2	4.540	4.540	4.068
R1	4.249	4.249	4.013	4.395
PP	3.938	3.938	3.938	4.011
S1	3.647	3.647	3.903	3.793
S2	3.336	3.336	3.848
S3	2.734	3.045	3.792
S4	2.132	2.443	3.627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.229	3.627	0.602	15.2%	0.237	6.0%	55%	True	False	14,604
10	4.517	3.627	0.890	22.5%	0.250	6.3%	37%	False	False	11,546
20	4.789	3.627	1.162	29.4%	0.246	6.2%	28%	False	False	11,178
40	4.789	3.520	1.269	32.1%	0.196	4.9%	35%	False	False	7,589
60	4.820	3.520	1.300	32.8%	0.194	4.9%	34%	False	False	6,000
80	5.350	3.520	1.830	46.2%	0.193	4.9%	24%	False	False	4,940
100	6.619	3.520	3.099	78.3%	0.197	5.0%	14%	False	False	4,160
120	6.619	3.520	3.099	78.3%	0.194	4.9%	14%	False	False	3,608

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.521
2.618	5.025
1.618	4.721
1.000	4.533
0.618	4.417
HIGH	4.229
0.618	4.113
0.500	4.077
0.382	4.041
LOW	3.925
0.618	3.737
1.000	3.621
1.618	3.433
2.618	3.129
4.250	2.633

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	4.077	3.956
PP	4.037	3.953
S1	3.998	3.951

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

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