NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	5.021	5.040	0.019	0.4%	5.365
High	5.038	5.150	0.112	2.2%	5.365
Low	4.942	5.015	0.073	1.5%	5.050
Close	4.967	5.116	0.149	3.0%	5.073
Range	0.096	0.135	0.039	40.6%	0.315
ATR	0.161	0.163	0.002	1.0%	0.000
Volume	2,864	5,505	2,641	92.2%	21,702

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.499	5.442	5.190
R3	5.364	5.307	5.153
R2	5.229	5.229	5.141
R1	5.172	5.172	5.128	5.201
PP	5.094	5.094	5.094	5.108
S1	5.037	5.037	5.104	5.066
S2	4.959	4.959	5.091
S3	4.824	4.902	5.079
S4	4.689	4.767	5.042

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.108	5.905	5.246
R3	5.793	5.590	5.160
R2	5.478	5.478	5.131
R1	5.275	5.275	5.102	5.219
PP	5.163	5.163	5.163	5.135
S1	4.960	4.960	5.044	4.904
S2	4.848	4.848	5.015
S3	4.533	4.645	4.986
S4	4.218	4.330	4.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.202	4.942	0.260	5.1%	0.111	2.2%	67%	False	False	4,225
10	5.590	4.942	0.648	12.7%	0.120	2.4%	27%	False	False	4,050
20	6.085	4.942	1.143	22.3%	0.146	2.9%	15%	False	False	3,965
40	6.170	4.942	1.228	24.0%	0.183	3.6%	14%	False	False	3,829
60	6.170	4.942	1.228	24.0%	0.172	3.4%	14%	False	False	3,510
80	6.170	4.942	1.228	24.0%	0.165	3.2%	14%	False	False	3,165
100	6.170	4.942	1.228	24.0%	0.167	3.3%	14%	False	False	2,923
120	6.550	4.942	1.608	31.4%	0.164	3.2%	11%	False	False	2,707

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.724
2.618	5.503
1.618	5.368
1.000	5.285
0.618	5.233
HIGH	5.150
0.618	5.098
0.500	5.083
0.382	5.067
LOW	5.015
0.618	4.932
1.000	4.880
1.618	4.797
2.618	4.662
4.250	4.441

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	5.105	5.100
PP	5.094	5.085
S1	5.083	5.069

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

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