NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	5.285	5.200	-0.085	-1.6%	5.830
High	5.285	5.260	-0.025	-0.5%	6.030
Low	5.108	5.129	0.021	0.4%	5.250
Close	5.114	5.204	0.090	1.8%	5.305
Range	0.177	0.131	-0.046	-26.0%	0.780
ATR	0.230	0.224	-0.006	-2.6%	0.000
Volume	726	535	-191	-26.3%	5,411

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.591	5.528	5.276
R3	5.460	5.397	5.240
R2	5.329	5.329	5.228
R1	5.266	5.266	5.216	5.298
PP	5.198	5.198	5.198	5.213
S1	5.135	5.135	5.192	5.167
S2	5.067	5.067	5.180
S3	4.936	5.004	5.168
S4	4.805	4.873	5.132

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	5.648	5.108	0.540	10.4%	0.175	3.4%	18%	False	False	992
10	6.430	5.108	1.322	25.4%	0.210	4.0%	7%	False	False	907
20	6.619	5.108	1.511	29.0%	0.211	4.1%	6%	False	False	852
40	7.153	5.108	2.045	39.3%	0.192	3.7%	5%	False	False	839

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5.817
2.618	5.603
1.618	5.472
1.000	5.391
0.618	5.341
HIGH	5.260
0.618	5.210
0.500	5.195
0.382	5.179
LOW	5.129
0.618	5.048
1.000	4.998
1.618	4.917
2.618	4.786
4.250	4.572

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	5.201	5.264
PP	5.198	5.244
S1	5.195	5.224

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

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