NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	4.238	4.315	0.077	1.8%	4.278
High	4.356	4.479	0.123	2.8%	4.659
Low	4.032	4.243	0.211	5.2%	4.032
Close	4.296	4.395	0.099	2.3%	4.395
Range	0.324	0.236	-0.088	-27.2%	0.627
ATR	0.246	0.246	-0.001	-0.3%	0.000
Volume	13,568	14,925	1,357	10.0%	67,102

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.080	4.974	4.525
R3	4.844	4.738	4.460
R2	4.608	4.608	4.438
R1	4.502	4.502	4.417	4.555
PP	4.372	4.372	4.372	4.399
S1	4.266	4.266	4.373	4.319
S2	4.136	4.136	4.352
S3	3.900	4.030	4.330
S4	3.664	3.794	4.265

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.243	5.946	4.740
R3	5.616	5.319	4.567
R2	4.989	4.989	4.510
R1	4.692	4.692	4.452	4.841
PP	4.362	4.362	4.362	4.436
S1	4.065	4.065	4.338	4.214
S2	3.735	3.735	4.280
S3	3.108	3.438	4.223
S4	2.481	2.811	4.050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.659	4.032	0.627	14.3%	0.300	6.8%	58%	False	False	13,420
10	4.659	3.892	0.767	17.5%	0.259	5.9%	66%	False	False	12,568
20	4.955	3.892	1.063	24.2%	0.249	5.7%	47%	False	False	12,087
40	4.955	3.754	1.201	27.3%	0.205	4.7%	53%	False	False	9,296
60	4.978	3.754	1.224	27.8%	0.199	4.5%	52%	False	False	8,460
80	5.351	3.754	1.597	36.3%	0.193	4.4%	40%	False	False	7,851
100	6.087	3.754	2.333	53.1%	0.196	4.5%	27%	False	False	7,120

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	0.060
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.482
2.618	5.097
1.618	4.861
1.000	4.715
0.618	4.625
HIGH	4.479
0.618	4.389
0.500	4.361
0.382	4.333
LOW	4.243
0.618	4.097
1.000	4.007
1.618	3.861
2.618	3.625
4.250	3.240

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	4.384	4.360
PP	4.372	4.324
S1	4.361	4.289

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

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