NYMEX Natural Gas Future September 2009

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

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	4.040	4.407	0.367	9.1%	3.853
High	4.476	4.487	0.011	0.2%	4.308
Low	4.040	4.324	0.284	7.0%	3.728
Close	4.472	4.369	-0.103	-2.3%	4.055
Range	0.436	0.163	-0.273	-62.6%	0.580
ATR	0.237	0.232	-0.005	-2.2%	0.000
Volume	9,813	11,170	1,357	13.8%	29,091

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.882	4.789	4.459
R3	4.719	4.626	4.414
R2	4.556	4.556	4.399
R1	4.463	4.463	4.384	4.428
PP	4.393	4.393	4.393	4.376
S1	4.300	4.300	4.354	4.265
S2	4.230	4.230	4.339
S3	4.067	4.137	4.324
S4	3.904	3.974	4.279

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.770	5.493	4.374
R3	5.190	4.913	4.215
R2	4.610	4.610	4.161
R1	4.333	4.333	4.108	4.472
PP	4.030	4.030	4.030	4.100
S1	3.753	3.753	4.002	3.892
S2	3.450	3.450	3.949
S3	2.870	3.173	3.896
S4	2.290	2.593	3.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.487	3.776	0.711	16.3%	0.277	6.3%	83%	True	False	8,753
10	4.530	3.728	0.802	18.4%	0.269	6.1%	80%	False	False	7,269
20	4.830	3.728	1.102	25.2%	0.238	5.5%	58%	False	False	7,713
40	4.830	3.596	1.234	28.2%	0.187	4.3%	63%	False	False	5,259
60	4.860	3.596	1.264	28.9%	0.185	4.2%	61%	False	False	4,130
80	5.392	3.596	1.796	41.1%	0.185	4.2%	43%	False	False	3,465
100	6.401	3.596	2.805	64.2%	0.187	4.3%	28%	False	False	2,973

Crabel Price Patterns
NR	True
NR4	True
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	0.039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.180
2.618	4.914
1.618	4.751
1.000	4.650
0.618	4.588
HIGH	4.487
0.618	4.425
0.500	4.406
0.382	4.386
LOW	4.324
0.618	4.223
1.000	4.161
1.618	4.060
2.618	3.897
4.250	3.631

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	4.406	4.331
PP	4.393	4.294
S1	4.381	4.256

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

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