NYMEX Natural Gas Future October 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	4.410	4.314	-0.096	-2.2%	4.520
High	4.420	4.365	-0.055	-1.2%	4.933
Low	4.265	4.206	-0.059	-1.4%	4.456
Close	4.324	4.263	-0.061	-1.4%	4.514
Range	0.155	0.159	0.004	2.6%	0.477
ATR	0.234	0.229	-0.005	-2.3%	0.000
Volume	10,380	12,996	2,616	25.2%	83,302

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.755	4.668	4.350
R3	4.596	4.509	4.307
R2	4.437	4.437	4.292
R1	4.350	4.350	4.278	4.314
PP	4.278	4.278	4.278	4.260
S1	4.191	4.191	4.248	4.155
S2	4.119	4.119	4.234
S3	3.960	4.032	4.219
S4	3.801	3.873	4.176

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.065	5.767	4.776
R3	5.588	5.290	4.645
R2	5.111	5.111	4.601
R1	4.813	4.813	4.558	4.724
PP	4.634	4.634	4.634	4.590
S1	4.336	4.336	4.470	4.247
S2	4.157	4.157	4.427
S3	3.680	3.859	4.383
S4	3.203	3.382	4.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.821	4.206	0.615	14.4%	0.195	4.6%	9%	False	True	13,141
10	4.933	4.206	0.727	17.1%	0.236	5.5%	8%	False	True	15,248
20	4.933	3.956	0.977	22.9%	0.253	5.9%	31%	False	False	14,603
40	4.955	3.754	1.201	28.2%	0.233	5.5%	42%	False	False	12,367
60	4.955	3.754	1.201	28.2%	0.203	4.8%	42%	False	False	10,160
80	4.978	3.754	1.224	28.7%	0.200	4.7%	42%	False	False	9,416
100	5.499	3.754	1.745	40.9%	0.200	4.7%	29%	False	False	8,624

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	0.052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.041
2.618	4.781
1.618	4.622
1.000	4.524
0.618	4.463
HIGH	4.365
0.618	4.304
0.500	4.286
0.382	4.267
LOW	4.206
0.618	4.108
1.000	4.047
1.618	3.949
2.618	3.790
4.250	3.530

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	4.286	4.378
PP	4.278	4.340
S1	4.271	4.301

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

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