NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	5.195	5.059	-0.136	-2.6%	5.285
High	5.195	5.109	-0.086	-1.7%	5.285
Low	4.960	4.900	-0.060	-1.2%	4.900
Close	5.122	4.973	-0.149	-2.9%	4.973
Range	0.235	0.209	-0.026	-11.1%	0.385
ATR	0.226	0.225	0.000	-0.1%	0.000
Volume	765	816	51	6.7%	2,842

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.621	5.506	5.088
R3	5.412	5.297	5.030
R2	5.203	5.203	5.011
R1	5.088	5.088	4.992	5.041
PP	4.994	4.994	4.994	4.971
S1	4.879	4.879	4.954	4.832
S2	4.785	4.785	4.935
S3	4.576	4.670	4.916
S4	4.367	4.461	4.858

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.208	5.975	5.185
R3	5.823	5.590	5.079
R2	5.438	5.438	5.044
R1	5.205	5.205	5.008	5.129
PP	5.053	5.053	5.053	5.015
S1	4.820	4.820	4.938	4.744
S2	4.668	4.668	4.902
S3	4.283	4.435	4.867
S4	3.898	4.050	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.420	4.900	0.520	10.5%	0.180	3.6%	14%	False	True	720
10	6.077	4.900	1.177	23.7%	0.201	4.0%	6%	False	True	944
20	6.619	4.900	1.719	34.6%	0.209	4.2%	4%	False	True	852
40	7.153	4.900	2.253	45.3%	0.196	3.9%	3%	False	True	830

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	5.997
2.618	5.656
1.618	5.447
1.000	5.318
0.618	5.238
HIGH	5.109
0.618	5.029
0.500	5.005
0.382	4.980
LOW	4.900
0.618	4.771
1.000	4.691
1.618	4.562
2.618	4.353
4.250	4.012

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	5.005	5.080
PP	4.994	5.044
S1	4.984	5.009

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

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