NYMEX Natural Gas Future November 2009

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

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	4.993	5.082	0.089	1.8%	4.930
High	5.184	5.083	-0.101	-1.9%	5.261
Low	4.969	4.975	0.006	0.1%	4.733
Close	5.118	5.051	-0.067	-1.3%	5.118
Range	0.215	0.108	-0.107	-49.8%	0.528
ATR	0.217	0.212	-0.005	-2.4%	0.000
Volume	2,998	3,141	143	4.8%	17,431

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.360	5.314	5.110
R3	5.252	5.206	5.081
R2	5.144	5.144	5.071
R1	5.098	5.098	5.061	5.067
PP	5.036	5.036	5.036	5.021
S1	4.990	4.990	5.041	4.959
S2	4.928	4.928	5.031
S3	4.820	4.882	5.021
S4	4.712	4.774	4.992

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.621	6.398	5.408
R3	6.093	5.870	5.263
R2	5.565	5.565	5.215
R1	5.342	5.342	5.166	5.454
PP	5.037	5.037	5.037	5.093
S1	4.814	4.814	5.070	4.926
S2	4.509	4.509	5.021
S3	3.981	4.286	4.973
S4	3.453	3.758	4.828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.260	4.733	0.527	10.4%	0.220	4.4%	60%	False	False	3,307
10	5.261	4.605	0.656	13.0%	0.229	4.5%	68%	False	False	3,624
20	5.523	4.605	0.918	18.2%	0.208	4.1%	49%	False	False	3,539
40	5.523	4.434	1.089	21.6%	0.173	3.4%	57%	False	False	2,643
60	5.523	4.434	1.089	21.6%	0.162	3.2%	57%	False	False	2,187
80	5.790	4.434	1.356	26.8%	0.159	3.1%	46%	False	False	1,865
100	6.340	4.434	1.906	37.7%	0.161	3.2%	32%	False	False	1,700

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.542
2.618	5.366
1.618	5.258
1.000	5.191
0.618	5.150
HIGH	5.083
0.618	5.042
0.500	5.029
0.382	5.016
LOW	4.975
0.618	4.908
1.000	4.867
1.618	4.800
2.618	4.692
4.250	4.516

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	5.044	5.020
PP	5.036	4.989
S1	5.029	4.959

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

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