NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	3.849	3.792	-0.057	-1.5%	4.193
High	3.891	3.795	-0.096	-2.5%	4.245
Low	3.759	3.606	-0.153	-4.1%	3.871
Close	3.795	3.615	-0.180	-4.7%	4.105
Range	0.132	0.189	0.057	43.2%	0.374
ATR	0.226	0.223	-0.003	-1.2%	0.000
Volume	88,475	80,395	-8,080	-9.1%	311,732

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.239	4.116	3.719
R3	4.050	3.927	3.667
R2	3.861	3.861	3.650
R1	3.738	3.738	3.632	3.705
PP	3.672	3.672	3.672	3.656
S1	3.549	3.549	3.598	3.516
S2	3.483	3.483	3.580
S3	3.294	3.360	3.563
S4	3.105	3.171	3.511

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	4.138	3.606	0.532	14.7%	0.177	4.9%	2%	False	True	79,917
10	4.341	3.606	0.735	20.3%	0.188	5.2%	1%	False	True	66,617
20	4.574	3.606	0.968	26.8%	0.224	6.2%	1%	False	True	59,617
40	4.789	3.606	1.183	32.7%	0.246	6.8%	1%	False	True	36,825
60	4.789	3.520	1.269	35.1%	0.218	6.0%	7%	False	False	26,157
80	4.820	3.520	1.300	36.0%	0.210	5.8%	7%	False	False	20,362
100	5.316	3.520	1.796	49.7%	0.204	5.7%	5%	False	False	16,665
120	6.030	3.520	2.510	69.4%	0.204	5.7%	4%	False	False	14,097

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.598
2.618	4.290
1.618	4.101
1.000	3.984
0.618	3.912
HIGH	3.795
0.618	3.723
0.500	3.701
0.382	3.678
LOW	3.606
0.618	3.489
1.000	3.417
1.618	3.300
2.618	3.111
4.250	2.803

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	3.701	3.796
PP	3.672	3.736
S1	3.644	3.675

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

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