NYMEX Natural Gas Future November 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	6.140	6.015	-0.125	-2.0%	6.470
High	6.162	6.066	-0.096	-1.6%	6.647
Low	5.942	5.989	0.047	0.8%	5.942
Close	6.010	6.003	-0.007	-0.1%	6.003
Range	0.220	0.077	-0.143	-65.0%	0.705
ATR
Volume	670	1,037	367	54.8%	3,603

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.250	6.204	6.045
R3	6.173	6.127	6.024
R2	6.096	6.096	6.017
R1	6.050	6.050	6.010	6.035
PP	6.019	6.019	6.019	6.012
S1	5.973	5.973	5.996	5.958
S2	5.942	5.942	5.989
S3	5.865	5.896	5.982
S4	5.788	5.819	5.961

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.312	7.863	6.391
R3	7.607	7.158	6.197
R2	6.902	6.902	6.132
R1	6.453	6.453	6.068	6.325
PP	6.197	6.197	6.197	6.134
S1	5.748	5.748	5.938	5.620
S2	5.492	5.492	5.874
S3	4.787	5.043	5.809
S4	4.082	4.338	5.615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.647	5.942	0.705	11.7%	0.172	2.9%	9%	False	False	720
10	7.150	5.942	1.208	20.1%	0.189	3.1%	5%	False	False	862

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.393
2.618	6.268
1.618	6.191
1.000	6.143
0.618	6.114
HIGH	6.066
0.618	6.037
0.500	6.028
0.382	6.018
LOW	5.989
0.618	5.941
1.000	5.912
1.618	5.864
2.618	5.787
4.250	5.662

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	6.028	6.141
PP	6.019	6.095
S1	6.011	6.049

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

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