NYMEX Natural Gas Future September 2009

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

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	3.622	3.454	-0.168	-4.6%	4.182
High	3.652	3.543	-0.109	-3.0%	4.229
Low	3.505	3.454	-0.051	-1.5%	3.747
Close	3.558	3.478	-0.080	-2.2%	3.750
Range	0.147	0.089	-0.058	-39.5%	0.482
ATR	0.204	0.197	-0.007	-3.5%	0.000
Volume	25,614	29,991	4,377	17.1%	103,405

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.759	3.707	3.527
R3	3.670	3.618	3.502
R2	3.581	3.581	3.494
R1	3.529	3.529	3.486	3.555
PP	3.492	3.492	3.492	3.505
S1	3.440	3.440	3.470	3.466
S2	3.403	3.403	3.462
S3	3.314	3.351	3.454
S4	3.225	3.262	3.429

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.355	5.034	4.015
R3	4.873	4.552	3.883
R2	4.391	4.391	3.838
R1	4.070	4.070	3.794	3.990
PP	3.909	3.909	3.909	3.868
S1	3.588	3.588	3.706	3.508
S2	3.427	3.427	3.662
S3	2.945	3.106	3.617
S4	2.463	2.624	3.485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.940	3.454	0.486	14.0%	0.155	4.4%	5%	False	True	25,407
10	4.261	3.454	0.807	23.2%	0.164	4.7%	3%	False	True	21,901
20	4.716	3.454	1.262	36.3%	0.204	5.9%	2%	False	True	21,091
40	4.830	3.454	1.376	39.6%	0.228	6.6%	2%	False	True	16,288
60	4.830	3.454	1.376	39.6%	0.204	5.9%	2%	False	True	12,275
80	4.860	3.454	1.406	40.4%	0.199	5.7%	2%	False	True	9,695
100	4.860	3.454	1.406	40.4%	0.191	5.5%	2%	False	True	8,104
120	5.490	3.454	2.036	58.5%	0.191	5.5%	1%	False	True	6,941

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.921
2.618	3.776
1.618	3.687
1.000	3.632
0.618	3.598
HIGH	3.543
0.618	3.509
0.500	3.499
0.382	3.488
LOW	3.454
0.618	3.399
1.000	3.365
1.618	3.310
2.618	3.221
4.250	3.076

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	3.499	3.609
PP	3.492	3.565
S1	3.485	3.522

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

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