NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	3.931	3.985	0.054	1.4%	3.980
High	4.020	4.071	0.051	1.3%	4.408
Low	3.854	3.856	0.002	0.1%	3.710
Close	3.933	3.898	-0.035	-0.9%	4.042
Range	0.166	0.215	0.049	29.5%	0.698
ATR	0.249	0.246	-0.002	-1.0%	0.000
Volume	30,281	39,173	8,892	29.4%	113,068

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.587	4.457	4.016
R3	4.372	4.242	3.957
R2	4.157	4.157	3.937
R1	4.027	4.027	3.918	3.985
PP	3.942	3.942	3.942	3.920
S1	3.812	3.812	3.878	3.770
S2	3.727	3.727	3.859
S3	3.512	3.597	3.839
S4	3.297	3.382	3.780

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	4.143	3.710	0.433	11.1%	0.231	5.9%	43%	False	False	30,407
10	4.408	3.692	0.716	18.4%	0.289	7.4%	29%	False	False	25,088
20	4.789	3.627	1.162	29.8%	0.262	6.7%	23%	False	False	18,100
40	4.789	3.520	1.269	32.6%	0.219	5.6%	30%	False	False	12,179
60	4.820	3.520	1.300	33.4%	0.209	5.4%	29%	False	False	9,145
80	4.850	3.520	1.330	34.1%	0.200	5.1%	28%	False	False	7,437
100	5.420	3.520	1.900	48.7%	0.200	5.1%	20%	False	False	6,217
120	6.619	3.520	3.099	79.5%	0.202	5.2%	12%	False	False	5,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.069
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.985
2.618	4.634
1.618	4.419
1.000	4.286
0.618	4.204
HIGH	4.071
0.618	3.989
0.500	3.964
0.382	3.938
LOW	3.856
0.618	3.723
1.000	3.641
1.618	3.508
2.618	3.293
4.250	2.942

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	3.964	3.963
PP	3.942	3.941
S1	3.920	3.920

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

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