NYMEX Natural Gas Future July 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	4.846	4.841	-0.005	-0.1%	5.150
High	4.912	4.935	0.023	0.5%	5.168
Low	4.787	4.731	-0.056	-1.2%	4.800
Close	4.811	4.794	-0.017	-0.4%	4.871
Range	0.125	0.204	0.079	63.2%	0.368
ATR	0.216	0.215	-0.001	-0.4%	0.000
Volume	1,903	1,940	37	1.9%	6,113

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.432	5.317	4.906
R3	5.228	5.113	4.850
R2	5.024	5.024	4.831
R1	4.909	4.909	4.813	4.865
PP	4.820	4.820	4.820	4.798
S1	4.705	4.705	4.775	4.661
S2	4.616	4.616	4.757
S3	4.412	4.501	4.738
S4	4.208	4.297	4.682

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	5.099	4.731	0.368	7.7%	0.184	3.8%	17%	False	True	1,807
10	5.600	4.731	0.869	18.1%	0.169	3.5%	7%	False	True	1,822
20	6.521	4.731	1.790	37.3%	0.215	4.5%	4%	False	True	1,639
40	6.892	4.731	2.161	45.1%	0.199	4.1%	3%	False	True	1,490
60	7.708	4.731	2.977	62.1%	0.213	4.4%	2%	False	True	1,364
80	8.072	4.731	3.341	69.7%	0.206	4.3%	2%	False	True	1,264
100	8.626	4.731	3.895	81.2%	0.210	4.4%	2%	False	True	1,129
120	9.390	4.731	4.659	97.2%	0.210	4.4%	1%	False	True	1,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.802
2.618	5.469
1.618	5.265
1.000	5.139
0.618	5.061
HIGH	4.935
0.618	4.857
0.500	4.833
0.382	4.809
LOW	4.731
0.618	4.605
1.000	4.527
1.618	4.401
2.618	4.197
4.250	3.864

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	4.833	4.835
PP	4.820	4.821
S1	4.807	4.808

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

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