NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	5.000	4.948	-0.052	-1.0%	5.150
High	5.099	4.988	-0.111	-2.2%	5.168
Low	4.860	4.800	-0.060	-1.2%	4.800
Close	5.017	4.871	-0.146	-2.9%	4.871
Range	0.239	0.188	-0.051	-21.3%	0.368
ATR	0.228	0.227	-0.001	-0.3%	0.000
Volume	2,239	1,785	-454	-20.3%	6,113

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.450	5.349	4.974
R3	5.262	5.161	4.923
R2	5.074	5.074	4.905
R1	4.973	4.973	4.888	4.930
PP	4.886	4.886	4.886	4.865
S1	4.785	4.785	4.854	4.742
S2	4.698	4.698	4.837
S3	4.510	4.597	4.819
S4	4.322	4.409	4.768

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.050	5.829	5.073
R3	5.682	5.461	4.972
R2	5.314	5.314	4.938
R1	5.093	5.093	4.905	5.020
PP	4.946	4.946	4.946	4.910
S1	4.725	4.725	4.837	4.652
S2	4.578	4.578	4.804
S3	4.210	4.357	4.770
S4	3.842	3.989	4.669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.229	4.800	0.429	8.8%	0.146	3.0%	17%	False	True	1,506
10	5.977	4.800	1.177	24.2%	0.189	3.9%	6%	False	True	1,868
20	6.521	4.800	1.721	35.3%	0.213	4.4%	4%	False	True	1,544
40	7.106	4.800	2.306	47.3%	0.210	4.3%	3%	False	True	1,462
60	7.708	4.800	2.908	59.7%	0.217	4.5%	2%	False	True	1,324
80	8.373	4.800	3.573	73.4%	0.208	4.3%	2%	False	True	1,228
100	8.626	4.800	3.826	78.5%	0.211	4.3%	2%	False	True	1,096
120	9.619	4.800	4.819	98.9%	0.212	4.4%	1%	False	True	992

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.787
2.618	5.480
1.618	5.292
1.000	5.176
0.618	5.104
HIGH	4.988
0.618	4.916
0.500	4.894
0.382	4.872
LOW	4.800
0.618	4.684
1.000	4.612
1.618	4.496
2.618	4.308
4.250	4.001

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	4.894	4.984
PP	4.886	4.946
S1	4.879	4.909

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

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