NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	6.024	6.000	-0.024	-0.4%	5.752
High	6.152	6.245	0.093	1.5%	6.152
Low	5.888	6.000	0.112	1.9%	5.693
Close	5.901	6.239	0.338	5.7%	5.901
Range	0.264	0.245	-0.019	-7.2%	0.459
ATR	0.174	0.187	0.012	6.9%	0.000
Volume	4,649	5,584	935	20.1%	13,771

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.896	6.813	6.374
R3	6.651	6.568	6.306
R2	6.406	6.406	6.284
R1	6.323	6.323	6.261	6.365
PP	6.161	6.161	6.161	6.182
S1	6.078	6.078	6.217	6.120
S2	5.916	5.916	6.194
S3	5.671	5.833	6.172
S4	5.426	5.588	6.104

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.292	7.056	6.153
R3	6.833	6.597	6.027
R2	6.374	6.374	5.985
R1	6.138	6.138	5.943	6.256
PP	5.915	5.915	5.915	5.975
S1	5.679	5.679	5.859	5.797
S2	5.456	5.456	5.817
S3	4.997	5.220	5.775
S4	4.538	4.761	5.649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.245	5.693	0.552	8.8%	0.213	3.4%	99%	True	False	3,871
10	6.248	5.693	0.555	8.9%	0.186	3.0%	98%	False	False	4,433
20	6.439	5.576	0.863	13.8%	0.190	3.0%	77%	False	False	5,020
40	6.439	5.460	0.979	15.7%	0.149	2.4%	80%	False	False	4,725

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.286
2.618	6.886
1.618	6.641
1.000	6.490
0.618	6.396
HIGH	6.245
0.618	6.151
0.500	6.123
0.382	6.094
LOW	6.000
0.618	5.849
1.000	5.755
1.618	5.604
2.618	5.359
4.250	4.959

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	6.200	6.159
PP	6.161	6.078
S1	6.123	5.998

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

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