NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	6.110	5.960	-0.150	-2.5%	6.149
High	6.110	5.986	-0.124	-2.0%	6.462
Low	5.909	5.838	-0.071	-1.2%	6.087
Close	5.963	5.903	-0.060	-1.0%	6.109
Range	0.201	0.148	-0.053	-26.4%	0.375
ATR	0.194	0.191	-0.003	-1.7%	0.000
Volume	2,871	4,998	2,127	74.1%	30,148

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.353	6.276	5.984
R3	6.205	6.128	5.944
R2	6.057	6.057	5.930
R1	5.980	5.980	5.917	5.945
PP	5.909	5.909	5.909	5.891
S1	5.832	5.832	5.889	5.797
S2	5.761	5.761	5.876
S3	5.613	5.684	5.862
S4	5.465	5.536	5.822

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	6.379	5.838	0.541	9.2%	0.180	3.1%	12%	False	True	5,231
10	6.462	5.838	0.624	10.6%	0.194	3.3%	10%	False	True	5,467
20	6.462	5.718	0.744	12.6%	0.202	3.4%	25%	False	False	5,489
40	6.462	5.460	1.002	17.0%	0.184	3.1%	44%	False	False	5,287

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	6.615
2.618	6.373
1.618	6.225
1.000	6.134
0.618	6.077
HIGH	5.986
0.618	5.929
0.500	5.912
0.382	5.895
LOW	5.838
0.618	5.747
1.000	5.690
1.618	5.599
2.618	5.451
4.250	5.209

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	5.912	6.066
PP	5.909	6.012
S1	5.906	5.957

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

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