NYMEX Natural Gas Future December 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	5.533	5.520	-0.013	-0.2%	5.815
High	5.590	5.540	-0.050	-0.9%	5.815
Low	5.506	5.384	-0.122	-2.2%	5.493
Close	5.535	5.392	-0.143	-2.6%	5.748
Range	0.084	0.156	0.072	85.7%	0.322
ATR	0.183	0.182	-0.002	-1.1%	0.000
Volume	2,702	3,866	1,164	43.1%	21,582

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.907	5.805	5.478
R3	5.751	5.649	5.435
R2	5.595	5.595	5.421
R1	5.493	5.493	5.406	5.466
PP	5.439	5.439	5.439	5.425
S1	5.337	5.337	5.378	5.310
S2	5.283	5.283	5.363
S3	5.127	5.181	5.349
S4	4.971	5.025	5.306

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	5.384	0.380	7.0%	0.144	2.7%	2%	False	True	2,834
10	6.000	5.384	0.616	11.4%	0.158	2.9%	1%	False	True	3,666
20	6.170	5.384	0.786	14.6%	0.181	3.3%	1%	False	True	3,776
40	6.170	5.365	0.805	14.9%	0.199	3.7%	3%	False	False	3,659
60	6.170	5.170	1.000	18.5%	0.174	3.2%	22%	False	False	3,198
80	6.170	5.170	1.000	18.5%	0.173	3.2%	22%	False	False	2,974
100	6.550	5.170	1.380	25.6%	0.169	3.1%	16%	False	False	2,726
120	7.143	5.170	1.973	36.6%	0.168	3.1%	11%	False	False	2,491

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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.203
2.618	5.948
1.618	5.792
1.000	5.696
0.618	5.636
HIGH	5.540
0.618	5.480
0.500	5.462
0.382	5.444
LOW	5.384
0.618	5.288
1.000	5.228
1.618	5.132
2.618	4.976
4.250	4.721

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	5.462	5.546
PP	5.439	5.495
S1	5.415	5.443

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

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