NYMEX Natural Gas Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	5.505	5.485	-0.020	-0.4%	5.340
High	5.585	5.540	-0.045	-0.8%	5.860
Low	5.435	5.430	-0.005	-0.1%	5.340
Close	5.445	5.454	0.009	0.2%	5.445
Range	0.150	0.110	-0.040	-26.7%	0.520
ATR	0.203	0.196	-0.007	-3.3%	0.000
Volume	8,008	6,602	-1,406	-17.6%	42,346

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.805	5.739	5.515
R3	5.695	5.629	5.484
R2	5.585	5.585	5.474
R1	5.519	5.519	5.464	5.497
PP	5.475	5.475	5.475	5.464
S1	5.409	5.409	5.444	5.387
S2	5.365	5.365	5.434
S3	5.255	5.299	5.424
S4	5.145	5.189	5.394

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.108	6.797	5.731
R3	6.588	6.277	5.588
R2	6.068	6.068	5.540
R1	5.757	5.757	5.493	5.913
PP	5.548	5.548	5.548	5.626
S1	5.237	5.237	5.397	5.393
S2	5.028	5.028	5.350
S3	4.508	4.717	5.302
S4	3.988	4.197	5.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.799	5.430	0.369	6.8%	0.178	3.3%	7%	False	True	8,262
10	5.860	5.093	0.767	14.1%	0.215	3.9%	47%	False	False	6,697
20	5.860	4.995	0.865	15.9%	0.200	3.7%	53%	False	False	5,622
40	6.170	4.942	1.228	22.5%	0.177	3.2%	42%	False	False	4,757
60	6.170	4.942	1.228	22.5%	0.189	3.5%	42%	False	False	4,364
80	6.170	4.942	1.228	22.5%	0.179	3.3%	42%	False	False	4,004
100	6.170	4.942	1.228	22.5%	0.172	3.2%	42%	False	False	3,686
120	6.170	4.942	1.228	22.5%	0.172	3.1%	42%	False	False	3,361

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.008
2.618	5.828
1.618	5.718
1.000	5.650
0.618	5.608
HIGH	5.540
0.618	5.498
0.500	5.485
0.382	5.472
LOW	5.430
0.618	5.362
1.000	5.320
1.618	5.252
2.618	5.142
4.250	4.963

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	5.485	5.615
PP	5.475	5.561
S1	5.464	5.508

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

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