NYMEX Natural Gas Future October 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	3.872	3.717	-0.155	-4.0%	4.383
High	3.877	3.750	-0.127	-3.3%	4.437
Low	3.724	3.680	-0.044	-1.2%	3.985
Close	3.775	3.690	-0.085	-2.3%	3.987
Range	0.153	0.070	-0.083	-54.2%	0.452
ATR	0.199	0.192	-0.007	-3.7%	0.000
Volume	16,535	17,095	560	3.4%	54,981

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.917	3.873	3.729
R3	3.847	3.803	3.709
R2	3.777	3.777	3.703
R1	3.733	3.733	3.696	3.720
PP	3.707	3.707	3.707	3.700
S1	3.663	3.663	3.684	3.650
S2	3.637	3.637	3.677
S3	3.567	3.593	3.671
S4	3.497	3.523	3.652

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.492	5.192	4.236
R3	5.040	4.740	4.111
R2	4.588	4.588	4.070
R1	4.288	4.288	4.028	4.212
PP	4.136	4.136	4.136	4.099
S1	3.836	3.836	3.946	3.760
S2	3.684	3.684	3.904
S3	3.232	3.384	3.863
S4	2.780	2.932	3.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.175	3.680	0.495	13.4%	0.154	4.2%	2%	False	True	14,380
10	4.470	3.680	0.790	21.4%	0.155	4.2%	1%	False	True	12,479
20	4.933	3.680	1.253	34.0%	0.196	5.3%	1%	False	True	13,864
40	4.955	3.680	1.275	34.6%	0.220	6.0%	1%	False	True	13,185
60	4.955	3.680	1.275	34.6%	0.202	5.5%	1%	False	True	11,329
80	4.978	3.680	1.298	35.2%	0.199	5.4%	1%	False	True	10,137
100	4.978	3.680	1.298	35.2%	0.193	5.2%	1%	False	True	9,314
120	5.608	3.680	1.928	52.2%	0.194	5.3%	1%	False	True	8,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.031
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	4.048
2.618	3.933
1.618	3.863
1.000	3.820
0.618	3.793
HIGH	3.750
0.618	3.723
0.500	3.715
0.382	3.707
LOW	3.680
0.618	3.637
1.000	3.610
1.618	3.567
2.618	3.497
4.250	3.383

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	3.715	3.840
PP	3.707	3.790
S1	3.698	3.740

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

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