NYMEX Natural Gas Future December 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	5.665	5.533	-0.132	-2.3%	5.815
High	5.708	5.590	-0.118	-2.1%	5.815
Low	5.520	5.506	-0.014	-0.3%	5.493
Close	5.533	5.535	0.002	0.0%	5.748
Range	0.188	0.084	-0.104	-55.3%	0.322
ATR	0.191	0.183	-0.008	-4.0%	0.000
Volume	2,339	2,702	363	15.5%	21,582

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.796	5.749	5.581
R3	5.712	5.665	5.558
R2	5.628	5.628	5.550
R1	5.581	5.581	5.543	5.605
PP	5.544	5.544	5.544	5.555
S1	5.497	5.497	5.527	5.521
S2	5.460	5.460	5.520
S3	5.376	5.413	5.512
S4	5.292	5.329	5.489

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	5.506	0.258	4.7%	0.136	2.5%	11%	False	True	3,477
10	6.085	5.493	0.592	10.7%	0.163	3.0%	7%	False	False	3,701
20	6.170	5.468	0.702	12.7%	0.189	3.4%	10%	False	False	3,776
40	6.170	5.365	0.805	14.5%	0.201	3.6%	21%	False	False	3,634
60	6.170	5.170	1.000	18.1%	0.173	3.1%	37%	False	False	3,156
80	6.170	5.170	1.000	18.1%	0.172	3.1%	37%	False	False	2,939
100	6.550	5.170	1.380	24.9%	0.169	3.1%	26%	False	False	2,709
120	7.143	5.170	1.973	35.6%	0.168	3.0%	18%	False	False	2,462

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.029
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	5.947
2.618	5.810
1.618	5.726
1.000	5.674
0.618	5.642
HIGH	5.590
0.618	5.558
0.500	5.548
0.382	5.538
LOW	5.506
0.618	5.454
1.000	5.422
1.618	5.370
2.618	5.286
4.250	5.149

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	5.548	5.618
PP	5.544	5.590
S1	5.539	5.563

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

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