NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 03-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	03-Jul-2009	Change	Change %	Previous Week
Open	4.810	4.760	-0.050	-1.0%	5.069
High	4.837	4.760	-0.077	-1.6%	5.069
Low	4.685	4.707	0.022	0.5%	4.685
Close	4.692	4.707	0.015	0.3%	4.707
Range	0.152	0.053	-0.099	-65.1%	0.384
ATR	0.180	0.172	-0.008	-4.4%	0.000
Volume	3,498	3,498	0	0.0%	15,525

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.884	4.848	4.736
R3	4.831	4.795	4.722
R2	4.778	4.778	4.717
R1	4.742	4.742	4.712	4.734
PP	4.725	4.725	4.725	4.720
S1	4.689	4.689	4.702	4.681
S2	4.672	4.672	4.697
S3	4.619	4.636	4.692
S4	4.566	4.583	4.678

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.972	5.724	4.918
R3	5.588	5.340	4.813
R2	5.204	5.204	4.777
R1	4.956	4.956	4.742	4.888
PP	4.820	4.820	4.820	4.787
S1	4.572	4.572	4.672	4.504
S2	4.436	4.436	4.637
S3	4.052	4.188	4.601
S4	3.668	3.804	4.496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.069	4.685	0.384	8.2%	0.120	2.5%	6%	False	False	3,105
10	5.155	4.685	0.470	10.0%	0.138	2.9%	5%	False	False	3,083
20	5.515	4.685	0.830	17.6%	0.167	3.6%	3%	False	False	3,942
40	5.523	4.605	0.918	19.5%	0.190	4.0%	11%	False	False	3,755
60	5.523	4.434	1.089	23.1%	0.172	3.6%	25%	False	False	3,038
80	5.523	4.434	1.089	23.1%	0.165	3.5%	25%	False	False	2,599
100	5.880	4.434	1.446	30.7%	0.161	3.4%	19%	False	False	2,267
120	6.501	4.434	2.067	43.9%	0.163	3.5%	13%	False	False	2,051

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	0.022
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	4.985
2.618	4.899
1.618	4.846
1.000	4.813
0.618	4.793
HIGH	4.760
0.618	4.740
0.500	4.734
0.382	4.727
LOW	4.707
0.618	4.674
1.000	4.654
1.618	4.621
2.618	4.568
4.250	4.482

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	4.734	4.795
PP	4.725	4.766
S1	4.716	4.736

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

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