NYMEX Natural Gas Future December 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	5.520	5.371	-0.149	-2.7%	5.690
High	5.540	5.440	-0.100	-1.8%	5.730
Low	5.384	5.371	-0.013	-0.2%	5.371
Close	5.392	5.400	0.008	0.1%	5.400
Range	0.156	0.069	-0.087	-55.8%	0.359
ATR	0.182	0.173	-0.008	-4.4%	0.000
Volume	3,866	3,866	0	0.0%	15,050

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.611	5.574	5.438
R3	5.542	5.505	5.419
R2	5.473	5.473	5.413
R1	5.436	5.436	5.406	5.455
PP	5.404	5.404	5.404	5.413
S1	5.367	5.367	5.394	5.386
S2	5.335	5.335	5.387
S3	5.266	5.298	5.381
S4	5.197	5.229	5.362

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.577	6.348	5.597
R3	6.218	5.989	5.499
R2	5.859	5.859	5.466
R1	5.630	5.630	5.433	5.565
PP	5.500	5.500	5.500	5.468
S1	5.271	5.271	5.367	5.206
S2	5.141	5.141	5.334
S3	4.782	4.912	5.301
S4	4.423	4.553	5.203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.730	5.371	0.359	6.6%	0.120	2.2%	8%	False	True	3,010
10	5.815	5.371	0.444	8.2%	0.143	2.7%	7%	False	True	3,663
20	6.170	5.371	0.799	14.8%	0.174	3.2%	4%	False	True	3,741
40	6.170	5.365	0.805	14.9%	0.194	3.6%	4%	False	False	3,621
60	6.170	5.170	1.000	18.5%	0.174	3.2%	23%	False	False	3,226
80	6.170	5.170	1.000	18.5%	0.173	3.2%	23%	False	False	3,006
100	6.440	5.170	1.270	23.5%	0.168	3.1%	18%	False	False	2,746
120	7.063	5.170	1.893	35.1%	0.167	3.1%	12%	False	False	2,519

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	False
Bear Hook	True
Bull Hook	False
Stretch	0.025
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	5.733
2.618	5.621
1.618	5.552
1.000	5.509
0.618	5.483
HIGH	5.440
0.618	5.414
0.500	5.406
0.382	5.397
LOW	5.371
0.618	5.328
1.000	5.302
1.618	5.259
2.618	5.190
4.250	5.078

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	5.406	5.481
PP	5.404	5.454
S1	5.402	5.427

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

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