NYMEX Natural Gas Future August 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	4.930	4.970	0.040	0.8%	5.285
High	5.040	5.008	-0.032	-0.6%	5.285
Low	4.874	4.892	0.018	0.4%	4.900
Close	4.942	4.907	-0.035	-0.7%	4.973
Range	0.166	0.116	-0.050	-30.1%	0.385
ATR	0.221	0.214	-0.008	-3.4%	0.000
Volume	681	820	139	20.4%	2,842

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.284	5.211	4.971
R3	5.168	5.095	4.939
R2	5.052	5.052	4.928
R1	4.979	4.979	4.918	4.958
PP	4.936	4.936	4.936	4.925
S1	4.863	4.863	4.896	4.842
S2	4.820	4.820	4.886
S3	4.704	4.747	4.875
S4	4.588	4.631	4.843

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	5.260	4.874	0.386	7.9%	0.171	3.5%	9%	False	False	723
10	5.895	4.874	1.021	20.8%	0.187	3.8%	3%	False	False	872
20	6.619	4.874	1.745	35.6%	0.208	4.2%	2%	False	False	879
40	6.987	4.874	2.113	43.1%	0.189	3.9%	2%	False	False	833

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	0.026
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5.501
2.618	5.312
1.618	5.196
1.000	5.124
0.618	5.080
HIGH	5.008
0.618	4.964
0.500	4.950
0.382	4.936
LOW	4.892
0.618	4.820
1.000	4.776
1.618	4.704
2.618	4.588
4.250	4.399

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	4.950	4.992
PP	4.936	4.963
S1	4.921	4.935

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

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