NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	4.049	4.023	-0.026	-0.6%	4.095
High	4.132	4.050	-0.082	-2.0%	4.574
Low	3.952	3.871	-0.081	-2.0%	4.030
Close	4.007	3.906	-0.101	-2.5%	4.193
Range	0.180	0.179	-0.001	-0.6%	0.544
ATR	0.250	0.245	-0.005	-2.0%	0.000
Volume	57,251	60,223	2,972	5.2%	312,217

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.479	4.372	4.004
R3	4.300	4.193	3.955
R2	4.121	4.121	3.939
R1	4.014	4.014	3.922	3.978
PP	3.942	3.942	3.942	3.925
S1	3.835	3.835	3.890	3.799
S2	3.763	3.763	3.873
S3	3.584	3.656	3.857
S4	3.405	3.477	3.808

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	4.504	3.871	0.633	16.2%	0.206	5.3%	6%	False	True	53,268
10	4.574	3.855	0.719	18.4%	0.255	6.5%	7%	False	False	59,830
20	4.574	3.692	0.882	22.6%	0.272	7.0%	24%	False	False	42,459
40	4.789	3.520	1.269	32.5%	0.249	6.4%	30%	False	False	26,180
60	4.789	3.520	1.269	32.5%	0.214	5.5%	30%	False	False	18,678
80	4.820	3.520	1.300	33.3%	0.209	5.3%	30%	False	False	14,708
100	5.350	3.520	1.830	46.9%	0.207	5.3%	21%	False	False	12,103
120	6.619	3.520	3.099	79.3%	0.209	5.4%	12%	False	False	10,244

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	4.811
2.618	4.519
1.618	4.340
1.000	4.229
0.618	4.161
HIGH	4.050
0.618	3.982
0.500	3.961
0.382	3.939
LOW	3.871
0.618	3.760
1.000	3.692
1.618	3.581
2.618	3.402
4.250	3.110

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	3.961	4.058
PP	3.942	4.007
S1	3.924	3.957

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

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