NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	3.985	4.060	0.075	1.9%	3.980
High	4.143	4.060	-0.083	-2.0%	4.408
Low	3.884	3.866	-0.018	-0.5%	3.710
Close	4.042	3.930	-0.112	-2.8%	4.042
Range	0.259	0.194	-0.065	-25.1%	0.698
ATR	0.260	0.255	-0.005	-1.8%	0.000
Volume	26,430	31,210	4,780	18.1%	113,068

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.534	4.426	4.037
R3	4.340	4.232	3.983
R2	4.146	4.146	3.966
R1	4.038	4.038	3.948	3.995
PP	3.952	3.952	3.952	3.931
S1	3.844	3.844	3.912	3.801
S2	3.758	3.758	3.894
S3	3.564	3.650	3.877
S4	3.370	3.456	3.823

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.147	5.793	4.426
R3	5.449	5.095	4.234
R2	4.751	4.751	4.170
R1	4.397	4.397	4.106	4.574
PP	4.053	4.053	4.053	4.142
S1	3.699	3.699	3.978	3.876
S2	3.355	3.355	3.914
S3	2.657	3.001	3.850
S4	1.959	2.303	3.658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.408	3.710	0.698	17.8%	0.278	7.1%	32%	False	False	25,434
10	4.408	3.627	0.781	19.9%	0.284	7.2%	39%	False	False	20,509
20	4.789	3.627	1.162	29.6%	0.264	6.7%	26%	False	False	15,648
40	4.789	3.520	1.269	32.3%	0.217	5.5%	32%	False	False	10,628
60	4.820	3.520	1.300	33.1%	0.207	5.3%	32%	False	False	8,066
80	5.102	3.520	1.582	40.3%	0.199	5.1%	26%	False	False	6,613
100	5.648	3.520	2.128	54.1%	0.200	5.1%	19%	False	False	5,552
120	6.619	3.520	3.099	78.9%	0.201	5.1%	13%	False	False	4,756

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 8 trading days

Fibonacci Retracements and Extensions
4.250	4.885
2.618	4.568
1.618	4.374
1.000	4.254
0.618	4.180
HIGH	4.060
0.618	3.986
0.500	3.963
0.382	3.940
LOW	3.866
0.618	3.746
1.000	3.672
1.618	3.552
2.618	3.358
4.250	3.042

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	3.963	3.929
PP	3.952	3.928
S1	3.941	3.927

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

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