NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	3.919	4.026	0.107	2.7%	4.193
High	4.104	4.138	0.034	0.8%	4.245
Low	3.888	3.921	0.033	0.8%	3.871
Close	3.989	4.105	0.116	2.9%	4.105
Range	0.216	0.217	0.001	0.5%	0.374
ATR	0.243	0.241	-0.002	-0.8%	0.000
Volume	67,363	90,702	23,339	34.6%	311,732

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.706	4.622	4.224
R3	4.489	4.405	4.165
R2	4.272	4.272	4.145
R1	4.188	4.188	4.125	4.230
PP	4.055	4.055	4.055	4.076
S1	3.971	3.971	4.085	4.013
S2	3.838	3.838	4.065
S3	3.621	3.754	4.045
S4	3.404	3.537	3.986

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.196	5.024	4.311
R3	4.822	4.650	4.208
R2	4.448	4.448	4.174
R1	4.276	4.276	4.139	4.175
PP	4.074	4.074	4.074	4.023
S1	3.902	3.902	4.071	3.801
S2	3.700	3.700	4.036
S3	3.326	3.528	4.002
S4	2.952	3.154	3.899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.245	3.871	0.374	9.1%	0.208	5.1%	63%	False	False	62,346
10	4.574	3.871	0.703	17.1%	0.238	5.8%	33%	False	False	62,394
20	4.574	3.710	0.864	21.0%	0.258	6.3%	46%	False	False	48,505
40	4.789	3.627	1.162	28.3%	0.252	6.1%	41%	False	False	29,841
60	4.789	3.520	1.269	30.9%	0.216	5.3%	46%	False	False	21,227
80	4.820	3.520	1.300	31.7%	0.210	5.1%	45%	False	False	16,626
100	5.350	3.520	1.830	44.6%	0.206	5.0%	32%	False	False	13,653
120	6.619	3.520	3.099	75.5%	0.207	5.0%	19%	False	False	11,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.072
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.060
2.618	4.706
1.618	4.489
1.000	4.355
0.618	4.272
HIGH	4.138
0.618	4.055
0.500	4.030
0.382	4.004
LOW	3.921
0.618	3.787
1.000	3.704
1.618	3.570
2.618	3.353
4.250	2.999

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	4.080	4.072
PP	4.055	4.038
S1	4.030	4.005

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

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