NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	3.876	4.170	0.294	7.6%	4.060
High	4.247	4.176	-0.071	-1.7%	4.247
Low	3.855	3.967	0.112	2.9%	3.854
Close	4.147	4.071	-0.076	-1.8%	4.071
Range	0.392	0.209	-0.183	-46.7%	0.393
ATR	0.257	0.253	-0.003	-1.3%	0.000
Volume	48,012	84,413	36,401	75.8%	233,089

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.698	4.594	4.186
R3	4.489	4.385	4.128
R2	4.280	4.280	4.109
R1	4.176	4.176	4.090	4.124
PP	4.071	4.071	4.071	4.045
S1	3.967	3.967	4.052	3.915
S2	3.862	3.862	4.033
S3	3.653	3.758	4.014
S4	3.444	3.549	3.956

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.236	5.047	4.287
R3	4.843	4.654	4.179
R2	4.450	4.450	4.143
R1	4.261	4.261	4.107	4.356
PP	4.057	4.057	4.057	4.105
S1	3.868	3.868	4.035	3.963
S2	3.664	3.664	3.999
S3	3.271	3.475	3.963
S4	2.878	3.082	3.855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.247	3.854	0.393	9.7%	0.235	5.8%	55%	False	False	46,617
10	4.408	3.710	0.698	17.1%	0.278	6.8%	52%	False	False	34,615
20	4.517	3.627	0.890	21.9%	0.264	6.5%	50%	False	False	23,081
40	4.789	3.520	1.269	31.2%	0.228	5.6%	43%	False	False	15,342
60	4.820	3.520	1.300	31.9%	0.215	5.3%	42%	False	False	11,289
80	4.820	3.520	1.300	31.9%	0.203	5.0%	42%	False	False	9,066
100	5.350	3.520	1.830	45.0%	0.202	5.0%	30%	False	False	7,527
120	6.619	3.520	3.099	76.1%	0.205	5.0%	18%	False	False	6,419

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.064
2.618	4.723
1.618	4.514
1.000	4.385
0.618	4.305
HIGH	4.176
0.618	4.096
0.500	4.072
0.382	4.047
LOW	3.967
0.618	3.838
1.000	3.758
1.618	3.629
2.618	3.420
4.250	3.079

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	4.072	4.064
PP	4.071	4.058
S1	4.071	4.051

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

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