NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	6.345	6.256	-0.089	-1.4%	6.149
High	6.379	6.294	-0.085	-1.3%	6.462
Low	6.177	6.087	-0.090	-1.5%	6.087
Close	6.242	6.109	-0.133	-2.1%	6.109
Range	0.202	0.207	0.005	2.5%	0.375
ATR	0.193	0.194	0.001	0.5%	0.000
Volume	4,493	5,585	1,092	24.3%	30,148

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.784	6.654	6.223
R3	6.577	6.447	6.166
R2	6.370	6.370	6.147
R1	6.240	6.240	6.128	6.202
PP	6.163	6.163	6.163	6.144
S1	6.033	6.033	6.090	5.995
S2	5.956	5.956	6.071
S3	5.749	5.826	6.052
S4	5.542	5.619	5.995

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.344	7.102	6.315
R3	6.969	6.727	6.212
R2	6.594	6.594	6.178
R1	6.352	6.352	6.143	6.286
PP	6.219	6.219	6.219	6.186
S1	5.977	5.977	6.075	5.911
S2	5.844	5.844	6.040
S3	5.469	5.602	6.006
S4	5.094	5.227	5.903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.462	6.087	0.375	6.1%	0.208	3.4%	6%	False	True	6,029
10	6.462	6.020	0.442	7.2%	0.184	3.0%	20%	False	False	5,768
20	6.462	5.693	0.769	12.6%	0.197	3.2%	54%	False	False	5,519
40	6.462	5.460	1.002	16.4%	0.181	3.0%	65%	False	False	5,400

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	0.035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7.174
2.618	6.836
1.618	6.629
1.000	6.501
0.618	6.422
HIGH	6.294
0.618	6.215
0.500	6.191
0.382	6.166
LOW	6.087
0.618	5.959
1.000	5.880
1.618	5.752
2.618	5.545
4.250	5.207

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	6.191	6.233
PP	6.163	6.192
S1	6.136	6.150

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

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