NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	5.468	5.370	-0.098	-1.8%	5.830
High	5.470	5.420	-0.050	-0.9%	6.030
Low	5.250	5.270	0.020	0.4%	5.250
Close	5.331	5.305	-0.026	-0.5%	5.305
Range	0.220	0.150	-0.070	-31.8%	0.780
ATR	0.239	0.233	-0.006	-2.7%	0.000
Volume	2,016	760	-1,256	-62.3%	5,411

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.782	5.693	5.388
R3	5.632	5.543	5.346
R2	5.482	5.482	5.333
R1	5.393	5.393	5.319	5.363
PP	5.332	5.332	5.332	5.316
S1	5.243	5.243	5.291	5.213
S2	5.182	5.182	5.278
S3	5.032	5.093	5.264
S4	4.882	4.943	5.223

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.868	7.367	5.734
R3	7.088	6.587	5.520
R2	6.308	6.308	5.448
R1	5.807	5.807	5.377	5.668
PP	5.528	5.528	5.528	5.459
S1	5.027	5.027	5.234	4.888
S2	4.748	4.748	5.162
S3	3.968	4.247	5.091
S4	3.188	3.467	4.876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.030	5.250	0.780	14.7%	0.207	3.9%	7%	False	False	1,082
10	6.619	5.250	1.369	25.8%	0.229	4.3%	4%	False	False	939
20	6.619	5.250	1.369	25.8%	0.216	4.1%	4%	False	False	883
40	7.211	5.250	1.961	37.0%	0.193	3.6%	3%	False	False	870

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	0.014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.058
2.618	5.813
1.618	5.663
1.000	5.570
0.618	5.513
HIGH	5.420
0.618	5.363
0.500	5.345
0.382	5.327
LOW	5.270
0.618	5.177
1.000	5.120
1.618	5.027
2.618	4.877
4.250	4.633

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	5.345	5.449
PP	5.332	5.401
S1	5.318	5.353

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

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