NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	5.595	5.358	-0.237	-4.2%	6.257
High	5.600	5.366	-0.234	-4.2%	6.521
Low	5.351	5.150	-0.201	-3.8%	5.736
Close	5.370	5.229	-0.141	-2.6%	5.846
Range	0.249	0.216	-0.033	-13.3%	0.785
ATR	0.255	0.253	-0.003	-1.0%	0.000
Volume	4,238	1,444	-2,794	-65.9%	7,811

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.896	5.779	5.348
R3	5.680	5.563	5.288
R2	5.464	5.464	5.269
R1	5.347	5.347	5.249	5.298
PP	5.248	5.248	5.248	5.224
S1	5.131	5.131	5.209	5.082
S2	5.032	5.032	5.189
S3	4.816	4.915	5.170
S4	4.600	4.699	5.110

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	5.977	5.150	0.827	15.8%	0.232	4.4%	10%	False	True	2,231
10	6.521	5.150	1.371	26.2%	0.268	5.1%	6%	False	True	1,749
20	6.521	5.150	1.371	26.2%	0.232	4.4%	6%	False	True	1,532
40	7.121	5.150	1.971	37.7%	0.217	4.1%	4%	False	True	1,433
60	7.708	5.150	2.558	48.9%	0.219	4.2%	3%	False	True	1,274
80	8.598	5.150	3.448	65.9%	0.212	4.1%	2%	False	True	1,169
100	9.240	5.150	4.090	78.2%	0.216	4.1%	2%	False	True	1,045
120	9.739	5.150	4.589	87.8%	0.214	4.1%	2%	False	True	938

Crabel Price Patterns
NR	True
NR4	False
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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.284
2.618	5.931
1.618	5.715
1.000	5.582
0.618	5.499
HIGH	5.366
0.618	5.283
0.500	5.258
0.382	5.233
LOW	5.150
0.618	5.017
1.000	4.934
1.618	4.801
2.618	4.585
4.250	4.232

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	5.258	5.475
PP	5.248	5.393
S1	5.239	5.311

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

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