NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	4.253	4.193	-0.060	-1.4%	4.095
High	4.341	4.245	-0.096	-2.2%	4.574
Low	4.174	3.996	-0.178	-4.3%	4.030
Close	4.193	4.071	-0.122	-2.9%	4.193
Range	0.167	0.249	0.082	49.1%	0.544
ATR	0.256	0.255	0.000	-0.2%	0.000
Volume	45,558	36,193	-9,365	-20.6%	312,217

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.851	4.710	4.208
R3	4.602	4.461	4.139
R2	4.353	4.353	4.117
R1	4.212	4.212	4.094	4.158
PP	4.104	4.104	4.104	4.077
S1	3.963	3.963	4.048	3.909
S2	3.855	3.855	4.025
S3	3.606	3.714	4.003
S4	3.357	3.465	3.934

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.898	5.589	4.492
R3	5.354	5.045	4.343
R2	4.810	4.810	4.293
R1	4.501	4.501	4.243	4.656
PP	4.266	4.266	4.266	4.343
S1	3.957	3.957	4.143	4.112
S2	3.722	3.722	4.093
S3	3.178	3.413	4.043
S4	2.634	2.869	3.894

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.574	3.996	0.578	14.2%	0.245	6.0%	13%	False	True	57,118
10	4.574	3.854	0.720	17.7%	0.257	6.3%	30%	False	False	55,028
20	4.574	3.627	0.947	23.3%	0.270	6.6%	47%	False	False	37,769
40	4.789	3.520	1.269	31.2%	0.247	6.1%	43%	False	False	23,369
60	4.789	3.520	1.269	31.2%	0.214	5.3%	43%	False	False	16,837
80	4.820	3.520	1.300	31.9%	0.212	5.2%	42%	False	False	13,310
100	5.350	3.520	1.830	45.0%	0.208	5.1%	30%	False	False	10,960
120	6.619	3.520	3.099	76.1%	0.209	5.1%	18%	False	False	9,292

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	0.066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.303
2.618	4.897
1.618	4.648
1.000	4.494
0.618	4.399
HIGH	4.245
0.618	4.150
0.500	4.121
0.382	4.091
LOW	3.996
0.618	3.842
1.000	3.747
1.618	3.593
2.618	3.344
4.250	2.938

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	4.121	4.250
PP	4.104	4.190
S1	4.088	4.131

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

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