NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	4.023	3.919	-0.104	-2.6%	4.095
High	4.050	4.104	0.054	1.3%	4.574
Low	3.871	3.888	0.017	0.4%	4.030
Close	3.906	3.989	0.083	2.1%	4.193
Range	0.179	0.216	0.037	20.7%	0.544
ATR	0.245	0.243	-0.002	-0.8%	0.000
Volume	60,223	67,363	7,140	11.9%	312,217

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.642	4.531	4.108
R3	4.426	4.315	4.048
R2	4.210	4.210	4.029
R1	4.099	4.099	4.009	4.155
PP	3.994	3.994	3.994	4.021
S1	3.883	3.883	3.969	3.939
S2	3.778	3.778	3.949
S3	3.562	3.667	3.930
S4	3.346	3.451	3.870

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	4.341	3.871	0.470	11.8%	0.198	5.0%	25%	False	False	53,317
10	4.574	3.871	0.703	17.6%	0.237	5.9%	17%	False	False	61,766
20	4.574	3.710	0.864	21.7%	0.262	6.6%	32%	False	False	45,158
40	4.789	3.520	1.269	31.8%	0.250	6.3%	37%	False	False	27,766
60	4.789	3.520	1.269	31.8%	0.215	5.4%	37%	False	False	19,780
80	4.820	3.520	1.300	32.6%	0.210	5.3%	36%	False	False	15,529
100	5.350	3.520	1.830	45.9%	0.206	5.2%	26%	False	False	12,763
120	6.619	3.520	3.099	77.7%	0.207	5.2%	15%	False	False	10,800

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	0.062
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.022
2.618	4.669
1.618	4.453
1.000	4.320
0.618	4.237
HIGH	4.104
0.618	4.021
0.500	3.996
0.382	3.971
LOW	3.888
0.618	3.755
1.000	3.672
1.618	3.539
2.618	3.323
4.250	2.970

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	3.996	4.002
PP	3.994	3.997
S1	3.991	3.993

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

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