NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	3.980	4.326	0.346	8.7%	3.759
High	4.383	4.408	0.025	0.6%	4.229
Low	3.978	4.208	0.230	5.8%	3.627
Close	4.373	4.258	-0.115	-2.6%	3.958
Range	0.405	0.200	-0.205	-50.6%	0.602
ATR	0.246	0.242	-0.003	-1.3%	0.000
Volume	17,104	19,893	2,789	16.3%	60,815

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.891	4.775	4.368
R3	4.691	4.575	4.313
R2	4.491	4.491	4.295
R1	4.375	4.375	4.276	4.333
PP	4.291	4.291	4.291	4.271
S1	4.175	4.175	4.240	4.133
S2	4.091	4.091	4.221
S3	3.891	3.975	4.203
S4	3.691	3.775	4.148

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	4.408	3.672	0.736	17.3%	0.291	6.8%	80%	True	False	17,165
10	4.435	3.627	0.808	19.0%	0.271	6.4%	78%	False	False	13,603
20	4.789	3.627	1.162	27.3%	0.253	5.9%	54%	False	False	12,372
40	4.789	3.520	1.269	29.8%	0.204	4.8%	58%	False	False	8,343
60	4.820	3.520	1.300	30.5%	0.197	4.6%	57%	False	False	6,517
80	5.350	3.520	1.830	43.0%	0.196	4.6%	40%	False	False	5,365
100	6.344	3.520	2.824	66.3%	0.199	4.7%	26%	False	False	4,515
120	6.619	3.520	3.099	72.8%	0.197	4.6%	24%	False	False	3,893

Crabel Price Patterns
NR	True
NR4	True
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	0.045
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.258
2.618	4.932
1.618	4.732
1.000	4.608
0.618	4.532
HIGH	4.408
0.618	4.332
0.500	4.308
0.382	4.284
LOW	4.208
0.618	4.084
1.000	4.008
1.618	3.884
2.618	3.684
4.250	3.358

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	4.308	4.228
PP	4.291	4.197
S1	4.275	4.167

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

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