NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	4.359	4.066	-0.293	-6.7%	3.853
High	4.387	4.161	-0.226	-5.2%	4.308
Low	3.979	3.844	-0.135	-3.4%	3.728
Close	4.040	4.101	0.061	1.5%	4.055
Range	0.408	0.317	-0.091	-22.3%	0.580
ATR	0.244	0.250	0.005	2.1%	0.000
Volume	13,749	16,320	2,571	18.7%	29,091

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.986	4.861	4.275
R3	4.669	4.544	4.188
R2	4.352	4.352	4.159
R1	4.227	4.227	4.130	4.290
PP	4.035	4.035	4.035	4.067
S1	3.910	3.910	4.072	3.973
S2	3.718	3.718	4.043
S3	3.401	3.593	4.014
S4	3.084	3.276	3.927

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	3.844	0.643	15.7%	0.321	7.8%	40%	False	True	12,430
10	4.487	3.728	0.759	18.5%	0.290	7.1%	49%	False	False	9,023
20	4.830	3.728	1.102	26.9%	0.255	6.2%	34%	False	False	8,617
40	4.830	3.596	1.234	30.1%	0.199	4.9%	41%	False	False	5,924
60	4.860	3.596	1.264	30.8%	0.194	4.7%	40%	False	False	4,568
80	5.361	3.596	1.765	43.0%	0.188	4.6%	29%	False	False	3,808
100	6.091	3.596	2.495	60.8%	0.189	4.6%	20%	False	False	3,258

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	0.042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.508
2.618	4.991
1.618	4.674
1.000	4.478
0.618	4.357
HIGH	4.161
0.618	4.040
0.500	4.003
0.382	3.965
LOW	3.844
0.618	3.648
1.000	3.527
1.618	3.331
2.618	3.014
4.250	2.497

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	4.068	4.166
PP	4.035	4.144
S1	4.003	4.123

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

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