NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	4.860	4.810	-0.050	-1.0%	5.155
High	4.905	4.837	-0.068	-1.4%	5.155
Low	4.794	4.685	-0.109	-2.3%	4.843
Close	4.845	4.692	-0.153	-3.2%	5.078
Range	0.111	0.152	0.041	36.9%	0.312
ATR	0.182	0.180	-0.002	-0.9%	0.000
Volume	3,516	3,498	-18	-0.5%	15,310

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.194	5.095	4.776
R3	5.042	4.943	4.734
R2	4.890	4.890	4.720
R1	4.791	4.791	4.706	4.765
PP	4.738	4.738	4.738	4.725
S1	4.639	4.639	4.678	4.613
S2	4.586	4.586	4.664
S3	4.434	4.487	4.650
S4	4.282	4.335	4.608

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	4.685	0.404	8.6%	0.145	3.1%	2%	False	True	3,040
10	5.324	4.685	0.639	13.6%	0.151	3.2%	1%	False	True	3,209
20	5.515	4.685	0.830	17.7%	0.175	3.7%	1%	False	True	3,917
40	5.523	4.605	0.918	19.6%	0.197	4.2%	9%	False	False	3,771
60	5.523	4.434	1.089	23.2%	0.172	3.7%	24%	False	False	3,000
80	5.523	4.434	1.089	23.2%	0.165	3.5%	24%	False	False	2,576
100	5.969	4.434	1.535	32.7%	0.163	3.5%	17%	False	False	2,245
120	6.647	4.434	2.213	47.2%	0.164	3.5%	12%	False	False	2,025

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.483
2.618	5.235
1.618	5.083
1.000	4.989
0.618	4.931
HIGH	4.837
0.618	4.779
0.500	4.761
0.382	4.743
LOW	4.685
0.618	4.591
1.000	4.533
1.618	4.439
2.618	4.287
4.250	4.039

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	4.761	4.848
PP	4.738	4.796
S1	4.715	4.744

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

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