NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	4.290	4.435	0.145	3.4%	4.060
High	4.447	4.504	0.057	1.3%	4.247
Low	4.216	4.249	0.033	0.8%	3.854
Close	4.424	4.278	-0.146	-3.3%	4.071
Range	0.231	0.255	0.024	10.4%	0.393
ATR	0.263	0.262	-0.001	-0.2%	0.000
Volume	64,079	67,118	3,039	4.7%	233,089

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.109	4.948	4.418
R3	4.854	4.693	4.348
R2	4.599	4.599	4.325
R1	4.438	4.438	4.301	4.391
PP	4.344	4.344	4.344	4.320
S1	4.183	4.183	4.255	4.136
S2	4.089	4.089	4.231
S3	3.834	3.928	4.208
S4	3.579	3.673	4.138

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	4.574	3.967	0.607	14.2%	0.276	6.5%	51%	False	False	70,214
10	4.574	3.854	0.720	16.8%	0.261	6.1%	59%	False	False	52,617
20	4.574	3.627	0.947	22.1%	0.277	6.5%	69%	False	False	34,646
40	4.789	3.520	1.269	29.7%	0.244	5.7%	60%	False	False	21,603
60	4.820	3.520	1.300	30.4%	0.217	5.1%	58%	False	False	15,545
80	4.820	3.520	1.300	30.4%	0.210	4.9%	58%	False	False	12,330
100	5.350	3.520	1.830	42.8%	0.207	4.8%	41%	False	False	10,165
120	6.619	3.520	3.099	72.4%	0.206	4.8%	24%	False	False	8,614

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.588
2.618	5.172
1.618	4.917
1.000	4.759
0.618	4.662
HIGH	4.504
0.618	4.407
0.500	4.377
0.382	4.346
LOW	4.249
0.618	4.091
1.000	3.994
1.618	3.836
2.618	3.581
4.250	3.165

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	4.377	4.395
PP	4.344	4.356
S1	4.311	4.317

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

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