NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	5.635	5.690	0.055	1.0%	5.815
High	5.764	5.730	-0.034	-0.6%	5.815
Low	5.575	5.629	0.054	1.0%	5.493
Close	5.748	5.648	-0.100	-1.7%	5.748
Range	0.189	0.101	-0.088	-46.6%	0.322
ATR	0.197	0.191	-0.006	-2.8%	0.000
Volume	2,987	2,277	-710	-23.8%	21,582

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.972	5.911	5.704
R3	5.871	5.810	5.676
R2	5.770	5.770	5.667
R1	5.709	5.709	5.657	5.689
PP	5.669	5.669	5.669	5.659
S1	5.608	5.608	5.639	5.588
S2	5.568	5.568	5.629
S3	5.467	5.507	5.620
S4	5.366	5.406	5.592

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.651	6.522	5.925
R3	6.329	6.200	5.837
R2	6.007	6.007	5.807
R1	5.878	5.878	5.778	5.782
PP	5.685	5.685	5.685	5.637
S1	5.556	5.556	5.718	5.460
S2	5.363	5.363	5.689
S3	5.041	5.234	5.659
S4	4.719	4.912	5.571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.764	5.493	0.271	4.8%	0.147	2.6%	57%	False	False	4,254
10	6.170	5.493	0.677	12.0%	0.182	3.2%	23%	False	False	4,051
20	6.170	5.468	0.702	12.4%	0.198	3.5%	26%	False	False	4,017
40	6.170	5.276	0.894	15.8%	0.202	3.6%	42%	False	False	3,609
60	6.170	5.170	1.000	17.7%	0.171	3.0%	48%	False	False	3,139
80	6.170	5.170	1.000	17.7%	0.172	3.0%	48%	False	False	2,919
100	6.550	5.170	1.380	24.4%	0.169	3.0%	35%	False	False	2,687
120	7.500	5.170	2.330	41.3%	0.170	3.0%	21%	False	False	2,438

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	0.042
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6.159
2.618	5.994
1.618	5.893
1.000	5.831
0.618	5.792
HIGH	5.730
0.618	5.691
0.500	5.680
0.382	5.668
LOW	5.629
0.618	5.567
1.000	5.528
1.618	5.466
2.618	5.365
4.250	5.200

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	5.680	5.655
PP	5.669	5.653
S1	5.659	5.650

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

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