NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	5.010	4.860	-0.150	-3.0%	5.155
High	5.010	4.905	-0.105	-2.1%	5.155
Low	4.837	4.794	-0.043	-0.9%	4.843
Close	4.855	4.845	-0.010	-0.2%	5.078
Range	0.173	0.111	-0.062	-35.8%	0.312
ATR	0.187	0.182	-0.005	-2.9%	0.000
Volume	2,130	3,516	1,386	65.1%	15,310

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.181	5.124	4.906
R3	5.070	5.013	4.876
R2	4.959	4.959	4.865
R1	4.902	4.902	4.855	4.875
PP	4.848	4.848	4.848	4.835
S1	4.791	4.791	4.835	4.764
S2	4.737	4.737	4.825
S3	4.626	4.680	4.814
S4	4.515	4.569	4.784

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.961	5.832	5.250
R3	5.649	5.520	5.164
R2	5.337	5.337	5.135
R1	5.208	5.208	5.107	5.117
PP	5.025	5.025	5.025	4.980
S1	4.896	4.896	5.049	4.805
S2	4.713	4.713	5.021
S3	4.401	4.584	4.992
S4	4.089	4.272	4.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.089	4.794	0.295	6.1%	0.139	2.9%	17%	False	True	3,091
10	5.445	4.794	0.651	13.4%	0.159	3.3%	8%	False	True	3,547
20	5.515	4.733	0.782	16.1%	0.183	3.8%	14%	False	False	3,925
40	5.523	4.605	0.918	18.9%	0.198	4.1%	26%	False	False	3,739
60	5.523	4.434	1.089	22.5%	0.171	3.5%	38%	False	False	2,945
80	5.523	4.434	1.089	22.5%	0.165	3.4%	38%	False	False	2,541
100	5.975	4.434	1.541	31.8%	0.163	3.4%	27%	False	False	2,218
120	6.647	4.434	2.213	45.7%	0.163	3.4%	19%	False	False	2,003

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.377
2.618	5.196
1.618	5.085
1.000	5.016
0.618	4.974
HIGH	4.905
0.618	4.863
0.500	4.850
0.382	4.836
LOW	4.794
0.618	4.725
1.000	4.683
1.618	4.614
2.618	4.503
4.250	4.322

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	4.850	4.932
PP	4.848	4.903
S1	4.847	4.874

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

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