NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	4.119	4.188	0.069	1.7%	4.040
High	4.270	4.188	-0.082	-1.9%	4.487
Low	4.025	4.018	-0.007	-0.2%	3.844
Close	4.185	4.100	-0.085	-2.0%	4.185
Range	0.245	0.170	-0.075	-30.6%	0.643
ATR	0.249	0.244	-0.006	-2.3%	0.000
Volume	15,361	21,658	6,297	41.0%	66,413

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.612	4.526	4.194
R3	4.442	4.356	4.147
R2	4.272	4.272	4.131
R1	4.186	4.186	4.116	4.144
PP	4.102	4.102	4.102	4.081
S1	4.016	4.016	4.084	3.974
S2	3.932	3.932	4.069
S3	3.762	3.846	4.053
S4	3.592	3.676	4.007

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.101	5.786	4.539
R3	5.458	5.143	4.362
R2	4.815	4.815	4.303
R1	4.500	4.500	4.244	4.658
PP	4.172	4.172	4.172	4.251
S1	3.857	3.857	4.126	4.015
S2	3.529	3.529	4.067
S3	2.886	3.214	4.008
S4	2.243	2.571	3.831

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%	0.261	6.4%	40%	False	False	15,651
10	4.487	3.728	0.759	18.5%	0.272	6.6%	49%	False	False	11,716
20	4.830	3.728	1.102	26.9%	0.250	6.1%	34%	False	False	9,709
40	4.830	3.596	1.234	30.1%	0.201	4.9%	41%	False	False	6,675
60	4.860	3.596	1.264	30.8%	0.195	4.8%	40%	False	False	5,086
80	5.142	3.596	1.546	37.7%	0.187	4.6%	33%	False	False	4,236
100	5.650	3.596	2.054	50.1%	0.188	4.6%	25%	False	False	3,607

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	0.051
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.911
2.618	4.633
1.618	4.463
1.000	4.358
0.618	4.293
HIGH	4.188
0.618	4.123
0.500	4.103
0.382	4.083
LOW	4.018
0.618	3.913
1.000	3.848
1.618	3.743
2.618	3.573
4.250	3.296

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	4.103	4.086
PP	4.102	4.071
S1	4.101	4.057

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

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