NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	5.977	5.767	-0.210	-3.5%	6.257
High	5.977	5.925	-0.052	-0.9%	6.521
Low	5.736	5.740	0.004	0.1%	5.736
Close	5.846	5.874	0.028	0.5%	5.846
Range	0.241	0.185	-0.056	-23.2%	0.785
ATR	0.254	0.249	-0.005	-1.9%	0.000
Volume	2,395	1,472	-923	-38.5%	7,811

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.401	6.323	5.976
R3	6.216	6.138	5.925
R2	6.031	6.031	5.908
R1	5.953	5.953	5.891	5.992
PP	5.846	5.846	5.846	5.866
S1	5.768	5.768	5.857	5.807
S2	5.661	5.661	5.840
S3	5.476	5.583	5.823
S4	5.291	5.398	5.772

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.389	7.903	6.278
R3	7.604	7.118	6.062
R2	6.819	6.819	5.990
R1	6.333	6.333	5.918	6.184
PP	6.034	6.034	6.034	5.960
S1	5.548	5.548	5.774	5.399
S2	5.249	5.249	5.702
S3	4.464	4.763	5.630
S4	3.679	3.978	5.414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.521	5.736	0.785	13.4%	0.273	4.6%	18%	False	False	1,691
10	6.521	5.736	0.785	13.4%	0.245	4.2%	18%	False	False	1,350
20	6.521	5.692	0.829	14.1%	0.214	3.6%	22%	False	False	1,307
40	7.121	5.692	1.429	24.3%	0.215	3.7%	13%	False	False	1,344
60	7.708	5.692	2.016	34.3%	0.216	3.7%	9%	False	False	1,207
80	8.598	5.692	2.906	49.5%	0.212	3.6%	6%	False	False	1,107
100	9.240	5.692	3.548	60.4%	0.214	3.6%	5%	False	False	992
120	10.025	5.692	4.333	73.8%	0.220	3.7%	4%	False	False	893

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	0.021
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6.711
2.618	6.409
1.618	6.224
1.000	6.110
0.618	6.039
HIGH	5.925
0.618	5.854
0.500	5.833
0.382	5.811
LOW	5.740
0.618	5.626
1.000	5.555
1.618	5.441
2.618	5.256
4.250	4.954

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	5.860	6.016
PP	5.846	5.968
S1	5.833	5.921

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

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