NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	4.182	4.105	-0.077	-1.8%	4.300
High	4.229	4.142	-0.087	-2.1%	4.355
Low	4.090	3.954	-0.136	-3.3%	4.010
Close	4.103	3.982	-0.121	-2.9%	4.237
Range	0.139	0.188	0.049	35.3%	0.345
ATR	0.225	0.222	-0.003	-1.2%	0.000
Volume	14,419	17,527	3,108	21.6%	74,618

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.590	4.474	4.085
R3	4.402	4.286	4.034
R2	4.214	4.214	4.016
R1	4.098	4.098	3.999	4.062
PP	4.026	4.026	4.026	4.008
S1	3.910	3.910	3.965	3.874
S2	3.838	3.838	3.948
S3	3.650	3.722	3.930
S4	3.462	3.534	3.879

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.236	5.081	4.427
R3	4.891	4.736	4.332
R2	4.546	4.546	4.300
R1	4.391	4.391	4.269	4.296
PP	4.201	4.201	4.201	4.153
S1	4.046	4.046	4.205	3.951
S2	3.856	3.856	4.174
S3	3.511	3.701	4.142
S4	3.166	3.356	4.047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.261	3.954	0.307	7.7%	0.179	4.5%	9%	False	True	15,872
10	4.624	3.954	0.670	16.8%	0.194	4.9%	4%	False	True	16,662
20	4.716	3.844	0.872	21.9%	0.235	5.9%	16%	False	False	19,451
40	4.830	3.728	1.102	27.7%	0.237	5.9%	23%	False	False	13,582
60	4.830	3.596	1.234	31.0%	0.203	5.1%	31%	False	False	9,990
80	4.860	3.596	1.264	31.7%	0.198	5.0%	31%	False	False	7,960
100	5.392	3.596	1.796	45.1%	0.195	4.9%	21%	False	False	6,662
120	6.401	3.596	2.805	70.4%	0.195	4.9%	14%	False	False	5,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.941
2.618	4.634
1.618	4.446
1.000	4.330
0.618	4.258
HIGH	4.142
0.618	4.070
0.500	4.048
0.382	4.026
LOW	3.954
0.618	3.838
1.000	3.766
1.618	3.650
2.618	3.462
4.250	3.155

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	4.048	4.108
PP	4.026	4.066
S1	4.004	4.024

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

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