NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	5.200	5.195	-0.005	-0.1%	5.830
High	5.260	5.195	-0.065	-1.2%	6.030
Low	5.129	4.960	-0.169	-3.3%	5.250
Close	5.204	5.122	-0.082	-1.6%	5.305
Range	0.131	0.235	0.104	79.4%	0.780
ATR	0.224	0.226	0.001	0.6%	0.000
Volume	535	765	230	43.0%	5,411

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.797	5.695	5.251
R3	5.562	5.460	5.187
R2	5.327	5.327	5.165
R1	5.225	5.225	5.144	5.159
PP	5.092	5.092	5.092	5.059
S1	4.990	4.990	5.100	4.924
S2	4.857	4.857	5.079
S3	4.622	4.755	5.057
S4	4.387	4.520	4.993

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	5.470	4.960	0.510	10.0%	0.183	3.6%	32%	False	True	960
10	6.344	4.960	1.384	27.0%	0.216	4.2%	12%	False	True	929
20	6.619	4.960	1.659	32.4%	0.217	4.2%	10%	False	True	852
40	7.153	4.960	2.193	42.8%	0.195	3.8%	7%	False	True	834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.194
2.618	5.810
1.618	5.575
1.000	5.430
0.618	5.340
HIGH	5.195
0.618	5.105
0.500	5.078
0.382	5.050
LOW	4.960
0.618	4.815
1.000	4.725
1.618	4.580
2.618	4.345
4.250	3.961

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	5.107	5.123
PP	5.092	5.122
S1	5.078	5.122

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

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