NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	4.626	4.572	-0.054	-1.2%	5.069
High	4.626	4.593	-0.033	-0.7%	5.069
Low	4.448	4.440	-0.008	-0.2%	4.685
Close	4.572	4.482	-0.090	-2.0%	4.707
Range	0.178	0.153	-0.025	-14.0%	0.384
ATR	0.178	0.177	-0.002	-1.0%	0.000
Volume	3,993	5,299	1,306	32.7%	15,525

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4.964	4.876	4.566
R3	4.811	4.723	4.524
R2	4.658	4.658	4.510
R1	4.570	4.570	4.496	4.538
PP	4.505	4.505	4.505	4.489
S1	4.417	4.417	4.468	4.385
S2	4.352	4.352	4.454
S3	4.199	4.264	4.440
S4	4.046	4.111	4.398

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	4.905	4.440	0.465	10.4%	0.129	2.9%	9%	False	True	3,960
10	5.089	4.440	0.649	14.5%	0.136	3.0%	6%	False	True	3,474
20	5.515	4.440	1.075	24.0%	0.172	3.8%	4%	False	True	4,086
40	5.523	4.440	1.083	24.2%	0.190	4.2%	4%	False	True	3,827
60	5.523	4.434	1.089	24.3%	0.172	3.8%	4%	False	False	3,168
80	5.523	4.434	1.089	24.3%	0.165	3.7%	4%	False	False	2,690
100	5.690	4.434	1.256	28.0%	0.161	3.6%	4%	False	False	2,336
120	6.162	4.434	1.728	38.6%	0.162	3.6%	3%	False	False	2,116

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

Fibonacci Retracements and Extensions
4.250	5.243
2.618	4.994
1.618	4.841
1.000	4.746
0.618	4.688
HIGH	4.593
0.618	4.535
0.500	4.517
0.382	4.498
LOW	4.440
0.618	4.345
1.000	4.287
1.618	4.192
2.618	4.039
4.250	3.790

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	4.517	4.600
PP	4.505	4.561
S1	4.494	4.521

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

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