NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	6.110	6.222	0.112	1.8%	6.197
High	6.270	6.230	-0.040	-0.6%	6.270
Low	6.022	6.096	0.074	1.2%	6.020
Close	6.231	6.165	-0.066	-1.1%	6.165
Range	0.248	0.134	-0.114	-46.0%	0.250
ATR	0.192	0.188	-0.004	-2.1%	0.000
Volume	5,643	7,927	2,284	40.5%	27,537

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.566	6.499	6.239
R3	6.432	6.365	6.202
R2	6.298	6.298	6.190
R1	6.231	6.231	6.177	6.198
PP	6.164	6.164	6.164	6.147
S1	6.097	6.097	6.153	6.064
S2	6.030	6.030	6.140
S3	5.896	5.963	6.128
S4	5.762	5.829	6.091

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.902	6.783	6.303
R3	6.652	6.533	6.234
R2	6.402	6.402	6.211
R1	6.283	6.283	6.188	6.218
PP	6.152	6.152	6.152	6.119
S1	6.033	6.033	6.142	5.968
S2	5.902	5.902	6.119
S3	5.652	5.783	6.096
S4	5.402	5.533	6.028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.270	6.020	0.250	4.1%	0.160	2.6%	58%	False	False	5,507
10	6.270	5.800	0.470	7.6%	0.198	3.2%	78%	False	False	6,035
20	6.270	5.693	0.577	9.4%	0.187	3.0%	82%	False	False	5,254
40	6.439	5.460	0.979	15.9%	0.168	2.7%	72%	False	False	5,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.800
2.618	6.581
1.618	6.447
1.000	6.364
0.618	6.313
HIGH	6.230
0.618	6.179
0.500	6.163
0.382	6.147
LOW	6.096
0.618	6.013
1.000	5.962
1.618	5.879
2.618	5.745
4.250	5.527

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	6.164	6.158
PP	6.164	6.152
S1	6.163	6.145

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

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