NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	5.915	6.064	0.149	2.5%	6.000
High	6.122	6.265	0.143	2.3%	6.265
Low	5.800	6.064	0.264	4.6%	5.800
Close	6.068	6.197	0.129	2.1%	6.197
Range	0.322	0.201	-0.121	-37.6%	0.465
ATR	0.199	0.199	0.000	0.1%	0.000
Volume	5,234	8,403	3,169	60.5%	32,816

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.778	6.689	6.308
R3	6.577	6.488	6.252
R2	6.376	6.376	6.234
R1	6.287	6.287	6.215	6.332
PP	6.175	6.175	6.175	6.198
S1	6.086	6.086	6.179	6.131
S2	5.974	5.974	6.160
S3	5.773	5.885	6.142
S4	5.572	5.684	6.086

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.482	7.305	6.453
R3	7.017	6.840	6.325
R2	6.552	6.552	6.282
R1	6.375	6.375	6.240	6.464
PP	6.087	6.087	6.087	6.132
S1	5.910	5.910	6.154	5.999
S2	5.622	5.622	6.112
S3	5.157	5.445	6.069
S4	4.692	4.980	5.941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.265	5.800	0.465	7.5%	0.236	3.8%	85%	True	False	6,563
10	6.265	5.693	0.572	9.2%	0.209	3.4%	88%	True	False	5,269
20	6.439	5.693	0.746	12.0%	0.197	3.2%	68%	False	False	5,543
40	6.439	5.460	0.979	15.8%	0.164	2.6%	75%	False	False	5,015

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	0.036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.119
2.618	6.791
1.618	6.590
1.000	6.466
0.618	6.389
HIGH	6.265
0.618	6.188
0.500	6.165
0.382	6.141
LOW	6.064
0.618	5.940
1.000	5.863
1.618	5.739
2.618	5.538
4.250	5.210

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	6.186	6.142
PP	6.175	6.087
S1	6.165	6.033

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

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