NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	5.960	5.861	-0.099	-1.7%	6.149
High	5.986	5.893	-0.093	-1.6%	6.462
Low	5.838	5.810	-0.028	-0.5%	6.087
Close	5.903	5.864	-0.039	-0.7%	6.109
Range	0.148	0.083	-0.065	-43.9%	0.375
ATR	0.191	0.184	-0.007	-3.7%	0.000
Volume	4,998	5,674	676	13.5%	30,148

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.105	6.067	5.910
R3	6.022	5.984	5.887
R2	5.939	5.939	5.879
R1	5.901	5.901	5.872	5.920
PP	5.856	5.856	5.856	5.865
S1	5.818	5.818	5.856	5.837
S2	5.773	5.773	5.849
S3	5.690	5.735	5.841
S4	5.607	5.652	5.818

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	5.810	0.569	9.7%	0.168	2.9%	9%	False	True	4,724
10	6.462	5.810	0.652	11.1%	0.186	3.2%	8%	False	True	5,726
20	6.462	5.750	0.712	12.1%	0.202	3.4%	16%	False	False	5,618
40	6.462	5.460	1.002	17.1%	0.184	3.1%	40%	False	False	5,338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.038
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	6.246
2.618	6.110
1.618	6.027
1.000	5.976
0.618	5.944
HIGH	5.893
0.618	5.861
0.500	5.852
0.382	5.842
LOW	5.810
0.618	5.759
1.000	5.727
1.618	5.676
2.618	5.593
4.250	5.457

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	5.860	5.960
PP	5.856	5.928
S1	5.852	5.896

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

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