NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	4.245	4.515	0.270	6.4%	4.188
High	4.541	4.716	0.175	3.9%	4.408
Low	4.202	4.389	0.187	4.5%	4.018
Close	4.533	4.448	-0.085	-1.9%	4.243
Range	0.339	0.327	-0.012	-3.5%	0.390
ATR	0.250	0.256	0.005	2.2%	0.000
Volume	20,498	17,970	-2,528	-12.3%	138,515

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.499	5.300	4.628
R3	5.172	4.973	4.538
R2	4.845	4.845	4.508
R1	4.646	4.646	4.478	4.582
PP	4.518	4.518	4.518	4.486
S1	4.319	4.319	4.418	4.255
S2	4.191	4.191	4.388
S3	3.864	3.992	4.358
S4	3.537	3.665	4.268

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.393	5.208	4.458
R3	5.003	4.818	4.350
R2	4.613	4.613	4.315
R1	4.428	4.428	4.279	4.521
PP	4.223	4.223	4.223	4.269
S1	4.038	4.038	4.207	4.131
S2	3.833	3.833	4.172
S3	3.443	3.648	4.136
S4	3.053	3.258	4.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.716	4.025	0.691	15.5%	0.291	6.5%	61%	True	False	25,473
10	4.716	3.844	0.872	19.6%	0.277	6.2%	69%	True	False	22,241
20	4.716	3.728	0.988	22.2%	0.273	6.1%	73%	True	False	14,755
40	4.830	3.596	1.234	27.7%	0.223	5.0%	69%	False	False	10,170
60	4.858	3.596	1.262	28.4%	0.198	4.5%	68%	False	False	7,488
80	4.860	3.596	1.264	28.4%	0.196	4.4%	67%	False	False	6,080
100	5.392	3.596	1.796	40.4%	0.194	4.4%	47%	False	False	5,102

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	0.064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.106
2.618	5.572
1.618	5.245
1.000	5.043
0.618	4.918
HIGH	4.716
0.618	4.591
0.500	4.553
0.382	4.514
LOW	4.389
0.618	4.187
1.000	4.062
1.618	3.860
2.618	3.533
4.250	2.999

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	4.553	4.443
PP	4.518	4.437
S1	4.483	4.432

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

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