NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	6.324	6.077	-0.247	-3.9%	6.340
High	6.344	6.077	-0.267	-4.2%	6.619
Low	5.981	5.854	-0.127	-2.1%	5.854
Close	6.014	5.944	-0.070	-1.2%	5.944
Range	0.363	0.223	-0.140	-38.6%	0.765
ATR	0.240	0.239	-0.001	-0.5%	0.000
Volume	670	1,188	518	77.3%	3,981

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.627	6.509	6.067
R3	6.404	6.286	6.005
R2	6.181	6.181	5.985
R1	6.063	6.063	5.964	6.011
PP	5.958	5.958	5.958	5.932
S1	5.840	5.840	5.924	5.788
S2	5.735	5.735	5.903
S3	5.512	5.617	5.883
S4	5.289	5.394	5.821

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8.434	7.954	6.365
R3	7.669	7.189	6.154
R2	6.904	6.904	6.084
R1	6.424	6.424	6.014	6.282
PP	6.139	6.139	6.139	6.068
S1	5.659	5.659	5.874	5.517
S2	5.374	5.374	5.804
S3	4.609	4.894	5.734
S4	3.844	4.129	5.523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.619	5.854	0.765	12.9%	0.252	4.2%	12%	False	True	796
10	6.619	5.854	0.765	12.9%	0.209	3.5%	12%	False	True	823
20	6.619	5.800	0.819	13.8%	0.198	3.3%	18%	False	False	816
40	7.230	5.800	1.430	24.1%	0.195	3.3%	10%	False	False	809

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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.025
2.618	6.661
1.618	6.438
1.000	6.300
0.618	6.215
HIGH	6.077
0.618	5.992
0.500	5.966
0.382	5.939
LOW	5.854
0.618	5.716
1.000	5.631
1.618	5.493
2.618	5.270
4.250	4.906

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	5.966	6.142
PP	5.958	6.076
S1	5.951	6.010

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

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